+89.4%
ASML vs RBA
+48.1%
+41.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | -15.2% | +12.0% | -27.2% | -18.4% |
| 3M | -12.9% | +2.9% | -15.8% | -14.1% |
| 6M | -5.0% | -6.3% | +1.2% | -4.3% |
| YTD | +41.8% | -5.9% | +47.7% | +41.9% |
| 1Y | +46.0% | -3.9% | +49.9% | +44.8% |
| 3Y | +133.5% | +64.9% | +68.6% | +87.3% |
| All | +89.4% | +48.1% | +41.3% | +59.8% |
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