+129.1%
ASML vs RRX
+14.9%
+114.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +3.4% | -2.3% | -0.6% |
| 30D | +2.2% | -11.1% | +13.3% | +8.1% |
| 3M | -2.3% | -23.7% | +21.4% | +10.7% |
| 6M | +23.0% | -22.0% | +45.0% | +35.2% |
| YTD | +61.1% | +16.5% | +44.6% | +57.0% |
| 1Y | +129.1% | +11.5% | +117.6% | +130.4% |
| All | +129.1% | +14.9% | +114.2% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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