+1,644.6%
ASML vs RVTY
+150.6%
+1,494.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | +2.2% | +13.2% | -11.0% | -4.9% |
| 3M | -2.3% | +27.2% | -29.5% | -15.5% |
| 6M | +23.0% | +32.4% | -9.4% | +3.4% |
| YTD | +61.1% | +34.9% | +26.2% | +33.1% |
| 1Y | +129.1% | +52.4% | +76.7% | +74.8% |
| 3Y | +165.4% | +12.3% | +153.1% | +127.5% |
| 5Y | +109.5% | -30.8% | +140.3% | +143.9% |
| All | +1,644.6% | +150.6% | +1,494.0% | +816.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling