+1,644.6%
ASML vs ROST
+305.8%
+1,338.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.7% |
| 30D | +2.2% | -8.9% | +11.1% | +6.3% |
| 3M | -2.3% | -0.8% | -1.5% | -2.7% |
| 6M | +23.0% | +8.5% | +14.5% | +17.5% |
| YTD | +61.1% | +28.6% | +32.5% | +42.2% |
| 1Y | +129.1% | +52.3% | +76.8% | +86.5% |
| 3Y | +165.4% | +94.8% | +70.5% | +90.8% |
| 5Y | +109.5% | +110.8% | -1.3% | +41.0% |
| All | +1,644.6% | +305.8% | +1,338.8% | +804.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling