+1,504.8%
ASML vs RRC
+63.1%
+1,441.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.2% |
| 7D | -0.8% | -10.3% | +9.5% | +0.6% |
| 30D | -14.9% | +19.5% | -34.4% | -17.0% |
| 3M | -13.0% | +27.9% | -40.9% | -16.1% |
| 6M | -4.7% | +21.2% | -25.9% | -7.7% |
| YTD | +42.3% | +39.6% | +2.7% | +34.5% |
| 1Y | +49.7% | +31.3% | +18.4% | +42.6% |
| 3Y | +144.3% | +51.9% | +92.3% | +126.7% |
| 5Y | +86.4% | +110.2% | -23.8% | +62.8% |
| 10Y | +1,504.8% | +56.7% | +1,448.2% | +1,132.5% |
| All | +1,504.8% | +63.1% | +1,441.8% | +1,132.5% |
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