+75.5%
ASML vs ROST
+103.5%
-28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.9% |
| 7D | -9.0% | +1.2% | -10.2% | -9.7% |
| 30D | -21.0% | +2.5% | -23.4% | -22.2% |
| 3M | -16.3% | -9.0% | -7.3% | -12.9% |
| 6M | -7.5% | +1.3% | -8.9% | -9.8% |
| YTD | +34.0% | +29.1% | +4.9% | +15.2% |
| 1Y | +39.3% | +45.4% | -6.1% | +12.1% |
| 3Y | +128.9% | +94.9% | +34.0% | +54.6% |
| All | +75.5% | +103.5% | -28.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling