+94.0%
ASML vs RBRK
+142.7%
-48.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | +10.4% | -8.3% | -0.1% |
| 3M | -2.3% | +21.6% | -23.9% | -6.5% |
| 6M | +23.0% | +70.7% | -47.7% | +9.2% |
| YTD | +61.1% | +22.5% | +38.6% | +52.5% |
| 1Y | +129.1% | +8.2% | +120.9% | +120.3% |
| All | +94.0% | +142.7% | -48.7% | +46.4% |
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 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