+164.9%
ASML vs RSP
+53.0%
+111.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.9% |
| 7D | +1.1% | -0.8% | +1.9% | +2.2% |
| 30D | +2.2% | -0.3% | +2.5% | +2.6% |
| 3M | -2.3% | +4.3% | -6.6% | -8.4% |
| 6M | +23.0% | +8.8% | +14.2% | +8.9% |
| YTD | +61.1% | +15.3% | +45.8% | +31.9% |
| 1Y | +129.1% | +18.3% | +110.8% | +81.0% |
| All | +164.9% | +53.0% | +111.9% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling