+97,349.8%
ASML vs RRC
+1,005.6%
+96,344.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +2.2% | +10.1% | -7.9% | +0.5% |
| 3M | -2.3% | +4.0% | -6.3% | -3.2% |
| 6M | +23.0% | +1.6% | +21.4% | +21.8% |
| YTD | +61.1% | +19.7% | +41.4% | +54.9% |
| 1Y | +129.1% | +21.4% | +107.7% | +119.1% |
| 3Y | +165.4% | +29.7% | +135.7% | +149.0% |
| 5Y | +109.5% | +153.9% | -44.4% | +70.0% |
| 10Y | +1,645.7% | +10.8% | +1,634.9% | +1,293.5% |
| All | +97,349.8% | +1,005.6% | +96,344.1% | +54,658.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling