+1,644.6%
ASML vs RRX
+208.9%
+1,435.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +3.4% | -2.3% | -0.7% |
| 30D | +2.2% | -11.1% | +13.3% | +8.4% |
| 3M | -2.3% | -23.7% | +21.4% | +11.4% |
| 6M | +23.0% | -22.0% | +45.0% | +37.7% |
| YTD | +61.1% | +16.5% | +44.6% | +45.3% |
| 1Y | +129.1% | +11.5% | +117.6% | +109.0% |
| 3Y | +165.4% | +1.5% | +163.8% | +140.1% |
| 5Y | +109.5% | +18.3% | +91.2% | +69.9% |
| All | +1,644.6% | +208.9% | +1,435.7% | +743.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling