+123.1%
ASML vs RSG
-2.3%
+125.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.4% |
| 7D | +6.0% | -0.7% | +6.7% | +5.3% |
| 30D | +1.4% | +3.3% | -1.9% | +4.7% |
| 3M | +1.0% | +8.5% | -7.4% | +9.8% |
| 6M | +37.0% | -3.5% | +40.5% | +39.4% |
| YTD | +65.8% | +5.5% | +60.3% | +78.1% |
| 1Y | +123.1% | -1.7% | +124.8% | +130.6% |
| All | +123.1% | -2.3% | +125.4% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling