+117.9%
ASML vs RBA
+44.2%
+73.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.3% |
| 7D | -19.0% | +7.3% | -26.4% | -20.4% |
| 30D | -25.9% | +16.9% | -42.9% | -28.9% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -5.7% | -10.4% | +4.7% | -3.5% |
| YTD | +27.6% | -7.2% | +34.8% | +28.3% |
| 1Y | +30.8% | -2.2% | +33.0% | +29.1% |
| All | +117.9% | +44.2% | +73.7% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling