+108.6%
ASML vs O
+13.2%
+95.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +2.2% | -1.9% | +4.1% | +2.7% |
| 3M | -2.3% | +3.8% | -6.1% | -4.2% |
| 6M | +23.0% | -4.7% | +27.7% | +24.3% |
| YTD | +61.1% | +12.5% | +48.6% | +53.0% |
| 1Y | +129.1% | +10.8% | +118.3% | +118.6% |
| 3Y | +165.4% | +28.8% | +136.6% | +127.9% |
| All | +108.6% | +13.2% | +95.4% | +94.3% |
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 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