+1,395.4%
ASML vs RBA
+224.6%
+1,170.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.5% |
| 7D | -9.0% | +4.3% | -13.3% | -10.5% |
| 30D | -21.0% | +16.3% | -37.3% | -25.7% |
| 3M | -16.3% | +1.3% | -17.6% | -17.4% |
| 6M | -7.5% | -11.1% | +3.5% | -5.0% |
| YTD | +34.0% | -8.5% | +42.4% | +35.2% |
| 1Y | +39.3% | -2.1% | +41.4% | +36.5% |
| 3Y | +128.9% | +44.6% | +84.3% | +87.6% |
| 5Y | +76.1% | +36.8% | +39.3% | +43.5% |
| All | +1,395.4% | +224.6% | +1,170.8% | +714.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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