+117.9%
ASML vs ROST
+99.2%
+18.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -7.5% |
| 7D | -19.0% | +1.3% | -20.3% | -19.4% |
| 30D | -25.9% | +4.9% | -30.8% | -27.6% |
| 3M | -19.1% | -6.9% | -12.1% | -16.7% |
| 6M | -5.7% | +3.8% | -9.6% | -8.8% |
| YTD | +27.6% | +31.4% | -3.8% | +9.7% |
| 1Y | +30.8% | +46.2% | -15.4% | +6.5% |
| All | +117.9% | +99.2% | +18.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling