+67.7%
ASML vs RRC
+129.3%
-61.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.7% | -8.6% |
| 7D | -19.0% | -6.9% | -12.2% | -17.9% |
| 30D | -25.9% | +25.4% | -51.3% | -29.4% |
| 3M | -19.1% | +31.9% | -51.0% | -23.8% |
| 6M | -5.7% | +17.2% | -22.9% | -9.5% |
| YTD | +27.6% | +43.4% | -15.8% | +15.9% |
| 1Y | +30.8% | +36.7% | -6.0% | +19.9% |
| 3Y | +116.2% | +38.8% | +77.4% | +94.1% |
| 5Y | +67.7% | +118.3% | -50.6% | +32.1% |
| All | +67.7% | +129.3% | -61.7% | +32.1% |
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