+30.8%
ASML vs O
+11.1%
+19.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.1% |
| 7D | -19.0% | +4.5% | -23.6% | -16.9% |
| 30D | -25.9% | +10.2% | -36.1% | -21.8% |
| 3M | -19.1% | -3.8% | -15.3% | -19.9% |
| 6M | -5.7% | -3.8% | -1.9% | -5.3% |
| YTD | +27.6% | +10.3% | +17.3% | +30.4% |
| 1Y | +30.8% | +11.9% | +18.9% | +33.0% |
| All | +30.8% | +11.1% | +19.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling