+97,349.8%
ASML vs O
+4,411.2%
+92,938.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +2.2% | -1.9% | +4.1% | +3.0% |
| 3M | -2.3% | +3.8% | -6.1% | -4.7% |
| 6M | +23.0% | -4.7% | +27.7% | +24.5% |
| YTD | +61.1% | +12.5% | +48.6% | +51.4% |
| 1Y | +129.1% | +10.8% | +118.3% | +116.4% |
| 3Y | +165.4% | +28.8% | +136.6% | +128.5% |
| 5Y | +109.5% | +13.2% | +96.3% | +91.2% |
| 10Y | +1,645.7% | +53.5% | +1,592.3% | +1,197.6% |
| All | +97,349.8% | +4,411.2% | +92,938.6% | +14,576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling