+99.6%
ASML vs RBRK
+137.4%
-37.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.3% |
| 7D | +6.0% | +3.7% | +2.3% | +5.3% |
| 30D | +1.4% | +1.7% | -0.4% | +0.5% |
| 3M | +1.0% | +27.7% | -26.7% | -4.2% |
| 6M | +37.0% | +60.3% | -23.3% | +23.1% |
| YTD | +65.8% | +19.8% | +45.9% | +57.5% |
| 1Y | +123.1% | -4.2% | +127.3% | +120.9% |
| All | +99.6% | +137.4% | -37.8% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling