+1,504.8%
ASML vs OKE
+220.2%
+1,284.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | -0.8% | -7.1% | +6.2% | +1.4% |
| 30D | -14.9% | -3.2% | -11.7% | -14.1% |
| 3M | -13.0% | +0.6% | -13.6% | -13.4% |
| 6M | -4.7% | +3.3% | -8.0% | -6.6% |
| YTD | +42.3% | +22.8% | +19.5% | +30.2% |
| 1Y | +49.7% | +32.5% | +17.2% | +33.3% |
| 3Y | +144.3% | +56.2% | +88.0% | +103.6% |
| 5Y | +86.4% | +73.6% | +12.7% | +49.6% |
| 10Y | +1,504.8% | +218.0% | +1,286.9% | +882.2% |
| All | +1,504.8% | +220.2% | +1,284.6% | +882.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 10y: compounded portfolio wealth divided by compounded OKE 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…
10y analysis · Full analysis span regression · 6 months rolling