+108.6%
ASML vs RRC
+156.2%
-47.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | +2.2% | +10.1% | -7.9% | +0.2% |
| 3M | -2.3% | +4.0% | -6.3% | -3.3% |
| 6M | +23.0% | +1.6% | +21.4% | +21.5% |
| YTD | +61.1% | +19.7% | +41.4% | +53.0% |
| 1Y | +129.1% | +21.4% | +107.7% | +115.9% |
| 3Y | +165.4% | +29.7% | +135.7% | +144.1% |
| All | +108.6% | +156.2% | -47.7% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling