+75.5%
ASML vs RRX
+6.5%
+69.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.5% | +2.1% |
| 7D | -9.0% | +7.5% | -16.5% | -12.7% |
| 30D | -21.0% | +3.0% | -23.9% | -22.3% |
| 3M | -16.3% | -5.3% | -11.0% | -14.1% |
| 6M | -7.5% | -26.6% | +19.1% | +7.0% |
| YTD | +34.0% | +21.2% | +12.8% | +18.1% |
| 1Y | +39.3% | +25.9% | +13.3% | +19.5% |
| 3Y | +128.9% | +71.7% | +57.2% | +52.4% |
| All | +75.5% | +6.5% | +69.0% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling