+128.9%
ASML vs RRX
+63.4%
+65.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.5% | +2.3% |
| 7D | -9.0% | +7.5% | -16.5% | -12.4% |
| 30D | -21.0% | +3.0% | -23.9% | -22.2% |
| 3M | -16.3% | -5.3% | -11.0% | -14.3% |
| 6M | -7.5% | -26.6% | +19.1% | +5.8% |
| YTD | +34.0% | +21.2% | +12.8% | +20.9% |
| 1Y | +39.3% | +25.9% | +13.3% | +22.7% |
| 3Y | +128.9% | +71.7% | +57.2% | +73.1% |
| All | +128.9% | +63.4% | +65.4% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling