+114.2%
ASML vs RBRK
-6.0%
+120.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -3.5% | +6.0% | +2.7% |
| 30D | -6.2% | -8.3% | +2.1% | -5.8% |
| 3M | -2.6% | +24.7% | -27.2% | -4.0% |
| 6M | +22.4% | +58.9% | -36.5% | +18.7% |
| YTD | +58.5% | +16.3% | +42.2% | +59.8% |
| 1Y | +114.2% | +10.1% | +104.0% | +124.4% |
| All | +114.2% | -6.0% | +120.1% | +124.4% |
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