+39.3%
ASML vs ROST
+43.6%
-4.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.5% |
| 7D | -9.0% | +1.2% | -10.2% | -9.1% |
| 30D | -21.0% | +2.5% | -23.4% | -21.5% |
| 3M | -16.3% | -9.0% | -7.3% | -13.6% |
| 6M | -7.5% | +1.3% | -8.9% | -9.0% |
| YTD | +34.0% | +29.1% | +4.9% | +21.4% |
| 1Y | +39.3% | +45.4% | -6.1% | +28.1% |
| All | +39.3% | +43.6% | -4.4% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling