+69.3%
ASML vs RBRK
+184.7%
-115.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +4.9% | +3.9% | +1.0% | +4.3% |
| 30D | -9.3% | -3.5% | -5.7% | -8.6% |
| 3M | -19.0% | +4.6% | -23.5% | -19.8% |
| 6M | -5.2% | +84.7% | -90.0% | -16.1% |
| YTD | +40.6% | +43.7% | -3.1% | +29.7% |
| 1Y | +47.5% | +55.8% | -8.3% | +32.7% |
| All | +69.3% | +184.7% | -115.3% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling