-5.7%
ASML vs RVTY
+69.3%
-75.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.4% | -3.9% | -7.8% |
| 7D | -19.0% | -9.0% | -10.0% | -16.9% |
| 30D | -25.9% | -1.6% | -24.4% | -25.0% |
| 3M | -19.1% | +31.2% | -50.2% | -22.7% |
| 6M | -5.7% | +63.6% | -69.3% | -17.1% |
| All | -5.7% | +69.3% | -75.1% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling