+133.9%
ASML vs RSG
+66.5%
+67.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | +2.5% | +2.5% | +6.1% |
| 30D | -9.3% | +12.7% | -22.0% | -4.5% |
| 3M | -19.0% | +17.9% | -36.9% | -13.3% |
| 6M | -5.2% | +25.0% | -30.2% | +2.8% |
| YTD | +40.6% | +20.8% | +19.8% | +51.7% |
| 1Y | +47.5% | +24.3% | +23.2% | +58.8% |
| 3Y | +133.9% | +65.3% | +68.6% | +139.0% |
| All | +133.9% | +66.5% | +67.4% | +139.0% |
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