+85,040.9%
ASML vs RRC
+1,274.8%
+83,766.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -3.0% |
| 7D | -10.0% | -6.8% | -3.3% | -9.0% |
| 30D | -19.4% | +34.7% | -54.2% | -23.5% |
| 3M | -12.5% | +31.5% | -44.0% | -16.7% |
| 6M | +8.2% | +21.8% | -13.5% | +3.9% |
| YTD | +40.7% | +48.9% | -8.1% | +30.1% |
| 1Y | +46.1% | +42.1% | +4.1% | +35.9% |
| 3Y | +138.5% | +44.1% | +94.4% | +119.3% |
| 5Y | +84.2% | +137.8% | -53.6% | +51.1% |
| 10Y | +1,505.1% | +74.1% | +1,431.1% | +1,084.7% |
| All | +85,040.9% | +1,274.8% | +83,766.1% | +45,878.0% |
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