+18,481.5%
ASML vs RSG
+2,015.2%
+16,466.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +2.2% | +7.6% | -5.4% | -0.6% |
| 3M | -2.3% | +7.4% | -9.7% | -5.8% |
| 6M | +23.0% | -3.3% | +26.2% | +22.6% |
| YTD | +61.1% | +6.0% | +55.1% | +54.8% |
| 1Y | +129.1% | -3.7% | +132.8% | +127.4% |
| 3Y | +165.4% | +59.1% | +106.3% | +113.5% |
| 5Y | +109.5% | +89.0% | +20.4% | +57.4% |
| 10Y | +1,645.7% | +412.5% | +1,233.2% | +805.2% |
| All | +18,481.5% | +2,015.2% | +16,466.3% | +5,841.4% |
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