+46,340.5%
ASML vs RY
+11,602.4%
+34,738.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -5.7% |
| 7D | -10.0% | +2.5% | -12.5% | -11.6% |
| 30D | -19.4% | +8.4% | -27.9% | -24.1% |
| 3M | -12.5% | +1.2% | -13.7% | -13.5% |
| 6M | +8.2% | +19.4% | -11.1% | -4.7% |
| YTD | +40.7% | +25.4% | +15.3% | +20.1% |
| 1Y | +46.1% | +46.7% | -0.5% | +11.6% |
| 3Y | +138.5% | +168.6% | -30.1% | +18.1% |
| 5Y | +84.2% | +132.3% | -48.1% | +2.3% |
| 10Y | +1,505.1% | +385.7% | +1,119.5% | +437.5% |
| All | +46,340.5% | +11,602.4% | +34,738.1% | +2,952.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 all: compounded portfolio wealth divided by compounded RY 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…
all analysis · Full analysis span regression · 6 months rolling