+69.6%
ASML vs RBRK
+186.0%
-116.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.6% |
| 7D | +10.4% | +4.4% | +6.0% | +9.6% |
| 30D | -12.7% | -6.8% | -5.9% | -11.6% |
| 3M | -17.2% | +14.1% | -31.3% | -19.3% |
| 6M | -1.3% | +82.5% | -83.8% | -12.4% |
| YTD | +40.8% | +44.3% | -3.5% | +29.8% |
| 1Y | +45.2% | +49.3% | -4.1% | +32.0% |
| All | +69.6% | +186.0% | -116.4% | +24.6% |
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 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