+108.6%
ASML vs RSP
+52.0%
+56.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.9% |
| 7D | +1.1% | -0.8% | +1.9% | +2.3% |
| 30D | +2.2% | -0.3% | +2.5% | +2.6% |
| 3M | -2.3% | +4.3% | -6.6% | -8.8% |
| 6M | +23.0% | +8.8% | +14.2% | +8.1% |
| YTD | +61.1% | +15.3% | +45.8% | +29.7% |
| 1Y | +129.1% | +18.3% | +110.8% | +77.2% |
| 3Y | +165.4% | +52.8% | +112.6% | +36.5% |
| All | +108.6% | +52.0% | +56.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling