+95.6%
ASML vs RBRK
+130.1%
-34.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | -0.2% | -9.3% | +9.1% | +1.0% |
| 3M | -2.6% | +23.8% | -26.4% | -7.2% |
| 6M | +27.9% | +55.4% | -27.5% | +15.5% |
| YTD | +62.4% | +16.1% | +46.3% | +55.2% |
| 1Y | +116.2% | -9.8% | +126.1% | +116.8% |
| All | +95.6% | +130.1% | -34.5% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling