-7.5%
ASML vs RVMD
+31.1%
-38.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.2% | -3.2% | +2.1% |
| 7D | -9.0% | +0.5% | -9.5% | -9.0% |
| 30D | -21.0% | -4.3% | -16.7% | -19.8% |
| 3M | -16.3% | -2.8% | -13.5% | -16.2% |
| 6M | -7.5% | +27.3% | -34.8% | -17.1% |
| All | -7.5% | +31.1% | -38.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 6mo: compounded portfolio wealth divided by compounded RVMD 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…
6mo analysis · Full analysis span regression · 6 months rolling