+164.9%
ASML vs RSG
+59.3%
+105.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +3.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.2% |
| 30D | +2.2% | +7.6% | -5.4% | +4.6% |
| 3M | -2.3% | +7.4% | -9.7% | 0.0% |
| 6M | +23.0% | -3.3% | +26.2% | +25.4% |
| YTD | +61.1% | +6.0% | +55.1% | +64.3% |
| 1Y | +129.1% | -3.7% | +132.8% | +135.5% |
| All | +164.9% | +59.3% | +105.7% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling