+1,559.3%
ASML vs RSG
+452.6%
+1,106.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | +10.4% | +1.4% | +8.9% | +9.7% |
| 30D | -12.7% | +15.0% | -27.8% | -18.0% |
| 3M | -17.2% | +18.5% | -35.6% | -23.3% |
| 6M | -1.3% | +25.8% | -27.1% | -12.4% |
| YTD | +40.8% | +20.8% | +20.0% | +26.2% |
| 1Y | +45.2% | +24.8% | +20.4% | +27.5% |
| 3Y | +131.8% | +65.9% | +65.9% | +64.4% |
| 5Y | +84.0% | +99.1% | -15.0% | +14.4% |
| All | +1,559.3% | +452.6% | +1,106.7% | +497.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling