+67.7%
ASML vs O
+10.9%
+56.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.4% |
| 7D | -19.0% | +4.5% | -23.6% | -20.0% |
| 30D | -25.9% | +10.2% | -36.1% | -27.9% |
| 3M | -19.1% | -3.8% | -15.3% | -18.2% |
| 6M | -5.7% | -3.8% | -1.9% | -5.2% |
| YTD | +27.6% | +10.3% | +17.3% | +21.6% |
| 1Y | +30.8% | +11.9% | +18.9% | +23.8% |
| 3Y | +116.2% | +38.1% | +78.1% | +72.9% |
| 5Y | +67.7% | +11.1% | +56.6% | +58.7% |
| All | +67.7% | +10.9% | +56.8% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling