+39.3%
ASML vs RSP
+17.3%
+22.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.6% |
| 7D | -9.0% | -1.0% | -8.0% | -7.4% |
| 30D | -21.0% | +2.6% | -23.5% | -23.9% |
| 3M | -16.3% | -0.8% | -15.5% | -15.2% |
| 6M | -7.5% | +6.3% | -13.8% | -18.0% |
| YTD | +34.0% | +14.1% | +19.9% | +7.0% |
| 1Y | +39.3% | +18.0% | +21.3% | +9.1% |
| All | +39.3% | +17.3% | +22.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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