+90.9%
ASML vs RBRK
+130.3%
-39.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +2.5% | -3.5% | +6.0% | +3.1% |
| 30D | -6.2% | -8.3% | +2.1% | -5.2% |
| 3M | -2.6% | +24.7% | -27.2% | -7.3% |
| 6M | +22.4% | +58.9% | -36.5% | +10.1% |
| YTD | +58.5% | +16.3% | +42.2% | +51.4% |
| 1Y | +114.2% | +10.1% | +104.0% | +105.5% |
| All | +90.9% | +130.3% | -39.5% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling