+108.6%
ASML vs RBA
+45.3%
+63.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +1.1% | -2.9% | +4.0% | +2.1% |
| 30D | +2.2% | -12.3% | +14.5% | +6.5% |
| 3M | -2.3% | -20.5% | +18.2% | +4.5% |
| 6M | +23.0% | -18.5% | +41.5% | +30.1% |
| YTD | +61.1% | -18.2% | +79.3% | +69.3% |
| 1Y | +129.1% | -27.5% | +156.6% | +151.1% |
| 3Y | +165.4% | +38.1% | +127.3% | +125.9% |
| All | +108.6% | +45.3% | +63.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling