+97,349.8%
ASML vs ROST
+84,454.0%
+12,895.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | +0.9% | +0.2% | +0.7% |
| 30D | +2.2% | -8.9% | +11.1% | +5.6% |
| 3M | -2.3% | -0.8% | -1.5% | -2.5% |
| 6M | +23.0% | +8.5% | +14.5% | +18.6% |
| YTD | +61.1% | +28.6% | +32.5% | +45.8% |
| 1Y | +129.1% | +52.3% | +76.8% | +94.1% |
| 3Y | +165.4% | +94.8% | +70.5% | +103.8% |
| 5Y | +109.5% | +110.8% | -1.3% | +53.5% |
| 10Y | +1,645.7% | +304.5% | +1,341.2% | +868.2% |
| All | +97,349.8% | +84,454.0% | +12,895.8% | +12,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling