+47.5%
ASML vs ROST
+43.7%
+3.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -9.3% | +0.5% | -9.7% | -9.2% |
| 3M | -19.0% | -5.2% | -13.7% | -17.5% |
| 6M | -5.2% | +9.8% | -15.1% | -11.1% |
| YTD | +40.6% | +29.4% | +11.2% | +27.7% |
| 1Y | +47.5% | +44.4% | +3.1% | +34.9% |
| All | +47.5% | +43.7% | +3.8% | +34.9% |
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