+1,395.4%
ASML vs RRC
+59.4%
+1,336.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.4% |
| 7D | -9.0% | -10.8% | +1.8% | -7.6% |
| 30D | -21.0% | +22.3% | -43.3% | -23.2% |
| 3M | -16.3% | +26.6% | -42.9% | -19.2% |
| 6M | -7.5% | +18.9% | -26.5% | -10.2% |
| YTD | +34.0% | +39.2% | -5.2% | +26.7% |
| 1Y | +39.3% | +34.0% | +5.3% | +32.3% |
| 3Y | +128.9% | +42.0% | +86.8% | +114.1% |
| 5Y | +76.1% | +111.9% | -35.8% | +53.8% |
| All | +1,395.4% | +59.4% | +1,336.0% | +1,042.7% |
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