+75.5%
ASML vs RRC
+110.6%
-35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.6% |
| 7D | -9.0% | -10.8% | +1.8% | -7.0% |
| 30D | -21.0% | +22.3% | -43.3% | -24.3% |
| 3M | -16.3% | +26.6% | -42.9% | -20.6% |
| 6M | -7.5% | +18.9% | -26.5% | -11.5% |
| YTD | +34.0% | +39.2% | -5.2% | +22.4% |
| 1Y | +39.3% | +34.0% | +5.3% | +28.1% |
| 3Y | +128.9% | +42.0% | +86.8% | +104.4% |
| All | +75.5% | +110.6% | -35.2% | +43.4% |
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