+128.9%
ASML vs NOK
+136.5%
-7.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.1% |
| 7D | -9.0% | -10.5% | +1.5% | -5.4% |
| 30D | -21.0% | -27.9% | +6.9% | -12.3% |
| 3M | -16.3% | -18.8% | +2.5% | -10.8% |
| 6M | -7.5% | -41.9% | +34.4% | +7.9% |
| YTD | +34.0% | +18.4% | +15.6% | +28.3% |
| 1Y | +39.3% | +10.9% | +28.4% | +35.4% |
| 3Y | +128.9% | +137.9% | -9.0% | +70.9% |
| All | +128.9% | +136.5% | -7.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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