+1,395.4%
ASML vs RSG
+458.9%
+936.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.4% |
| 7D | -9.0% | +1.2% | -10.2% | -9.5% |
| 30D | -21.0% | +14.2% | -35.1% | -25.5% |
| 3M | -16.3% | +18.2% | -34.5% | -22.5% |
| 6M | -7.5% | +24.4% | -31.9% | -17.7% |
| YTD | +34.0% | +17.9% | +16.1% | +21.3% |
| 1Y | +39.3% | +22.3% | +17.0% | +23.2% |
| 3Y | +128.9% | +65.1% | +63.7% | +61.9% |
| 5Y | +76.1% | +97.9% | -21.8% | +9.3% |
| All | +1,395.4% | +458.9% | +936.5% | +484.6% |
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