+15,358.2%
ASML vs RSG
+2,252.1%
+13,106.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.1% |
| 3M | -16.3% | +18.2% | -34.5% | -21.9% |
| 6M | -7.5% | +24.4% | -31.9% | -16.3% |
| YTD | +34.0% | +17.9% | +16.1% | +23.0% |
| 1Y | +39.3% | +22.3% | +17.0% | +25.8% |
| 3Y | +128.9% | +65.1% | +63.7% | +81.0% |
| 5Y | +76.1% | +97.9% | -21.8% | +29.4% |
| 10Y | +1,428.4% | +464.6% | +963.7% | +659.6% |
| All | +15,358.2% | +2,252.1% | +13,106.1% | +4,622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling