+84.0%
ASML vs RRX
+14.2%
+69.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | +10.4% | +12.6% | -2.3% | +3.7% |
| 30D | -12.7% | +10.6% | -23.3% | -17.3% |
| 3M | -17.2% | +4.6% | -21.8% | -19.4% |
| 6M | -1.3% | -13.6% | +12.3% | +5.3% |
| YTD | +40.8% | +29.4% | +11.4% | +20.0% |
| 1Y | +45.2% | +31.9% | +13.3% | +21.7% |
| 3Y | +131.8% | +68.3% | +63.6% | +57.3% |
| 5Y | +84.0% | +13.2% | +70.8% | +53.5% |
| All | +84.0% | +14.2% | +69.9% | +53.5% |
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