-12.5%
ASML vs O
-4.7%
-7.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -1.3% |
| 7D | -10.0% | +5.8% | -15.8% | -6.2% |
| 30D | -19.4% | +10.7% | -30.1% | -14.6% |
| 3M | -12.5% | -4.5% | -8.0% | -11.4% |
| All | -12.5% | -4.7% | -7.8% | -11.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling