+39.3%
ASML vs O
+10.6%
+28.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +4.6% |
| 7D | -9.0% | +3.7% | -12.7% | -7.1% |
| 30D | -21.0% | +11.2% | -32.2% | -16.4% |
| 3M | -16.3% | -4.0% | -12.3% | -17.3% |
| 6M | -7.5% | -5.2% | -2.3% | -7.4% |
| YTD | +34.0% | +9.5% | +24.5% | +36.2% |
| 1Y | +39.3% | +10.6% | +28.7% | +40.9% |
| All | +39.3% | +10.6% | +28.6% | +40.9% |
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