+1,557.1%
ASML vs RBA
+207.2%
+1,349.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | -9.3% | +8.3% | -17.6% | -12.3% |
| 3M | -19.0% | +10.5% | -29.5% | -22.6% |
| 6M | -5.2% | -5.9% | +0.7% | -4.8% |
| YTD | +40.6% | -6.9% | +47.5% | +41.0% |
| 1Y | +47.5% | -4.9% | +52.4% | +46.5% |
| 3Y | +133.9% | +64.5% | +69.4% | +82.5% |
| 5Y | +83.8% | +46.1% | +37.7% | +45.6% |
| All | +1,557.1% | +207.2% | +1,349.9% | +784.9% |
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