+46.1%
ASML vs RBRK
+62.9%
-16.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.7% |
| 7D | -10.0% | -12.5% | +2.5% | -9.5% |
| 30D | -19.4% | -3.0% | -16.4% | -19.3% |
| 3M | -12.5% | +46.9% | -59.4% | -12.9% |
| 6M | +8.2% | +105.4% | -97.2% | +6.5% |
| YTD | +40.7% | +55.6% | -14.9% | +41.9% |
| 1Y | +46.1% | +63.9% | -17.8% | +49.6% |
| All | +46.1% | +62.9% | -16.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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