+1,559.3%
ASML vs RRC
+71.8%
+1,487.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | +10.4% | +2.5% | +7.8% | +10.0% |
| 30D | -12.7% | +21.1% | -33.9% | -15.1% |
| 3M | -17.2% | +28.4% | -45.6% | -20.1% |
| 6M | -1.3% | +26.5% | -27.8% | -4.9% |
| YTD | +40.8% | +47.0% | -6.2% | +32.2% |
| 1Y | +45.2% | +35.2% | +10.0% | +37.8% |
| 3Y | +131.8% | +61.0% | +70.8% | +113.4% |
| 5Y | +84.0% | +133.6% | -49.6% | +58.8% |
| All | +1,559.3% | +71.8% | +1,487.5% | +1,176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling