+108.6%
ASML vs NOK
+86.4%
+22.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | +2.2% | +4.7% | -2.5% | -0.1% |
| 3M | -2.3% | -39.7% | +37.4% | +20.0% |
| 6M | +23.0% | +23.1% | -0.1% | +7.2% |
| YTD | +61.1% | +55.0% | +6.0% | +24.8% |
| 1Y | +129.1% | +118.0% | +11.1% | +41.2% |
| 3Y | +165.4% | +170.5% | -5.1% | +37.5% |
| All | +108.6% | +86.4% | +22.2% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling