+46.0%
ASML vs O
+10.5%
+35.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.3% |
| 7D | -2.9% | +3.5% | -6.4% | -0.9% |
| 30D | -15.2% | +10.4% | -25.6% | -10.5% |
| 3M | -12.9% | -2.4% | -10.5% | -13.2% |
| 6M | -5.0% | -1.2% | -3.8% | -4.9% |
| YTD | +41.8% | +10.4% | +31.4% | +43.4% |
| 1Y | +46.0% | +11.4% | +34.6% | +47.3% |
| All | +46.0% | +10.5% | +35.6% | +47.3% |
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