+39.3%
ASML vs RBA
-3.3%
+42.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.1% |
| 7D | -9.0% | +4.3% | -13.3% | -9.4% |
| 30D | -21.0% | +16.3% | -37.3% | -22.5% |
| 3M | -16.3% | +1.3% | -17.6% | -15.9% |
| 6M | -7.5% | -11.1% | +3.5% | -5.4% |
| YTD | +34.0% | -8.5% | +42.4% | +34.0% |
| 1Y | +39.3% | -2.1% | +41.4% | +38.0% |
| All | +39.3% | -3.3% | +42.6% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling