+108.6%
ASML vs EOG
+173.1%
-64.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +2.2% | +8.2% | -6.0% | +0.8% |
| 3M | -2.3% | +3.8% | -6.1% | -3.2% |
| 6M | +23.0% | +15.3% | +7.7% | +18.1% |
| YTD | +61.1% | +41.7% | +19.4% | +46.7% |
| 1Y | +129.1% | +23.6% | +105.6% | +115.6% |
| 3Y | +165.4% | +23.3% | +142.1% | +146.0% |
| All | +108.6% | +173.1% | -64.5% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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