+67.7%
ASML vs RSP
+46.1%
+21.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -4.8% |
| 7D | -19.0% | -1.4% | -17.6% | -17.1% |
| 30D | -25.9% | +2.1% | -28.1% | -28.4% |
| 3M | -19.1% | -0.9% | -18.1% | -18.1% |
| 6M | -5.7% | +7.5% | -13.3% | -16.1% |
| YTD | +27.6% | +14.6% | +13.0% | +3.5% |
| 1Y | +30.8% | +17.6% | +13.1% | +1.7% |
| 3Y | +116.2% | +60.8% | +55.4% | +1.4% |
| 5Y | +67.7% | +46.1% | +21.5% | -7.3% |
| All | +67.7% | +46.1% | +21.5% | -7.3% |
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