+1,767.1%
ASML vs OKE
+248.9%
+1,518.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | -0.2% | +6.1% | -6.3% | -2.0% |
| 3M | -2.6% | +10.4% | -13.0% | -6.0% |
| 6M | +27.9% | +14.2% | +13.7% | +21.0% |
| YTD | +62.4% | +35.3% | +27.1% | +44.7% |
| 1Y | +116.2% | +40.6% | +75.6% | +89.6% |
| 3Y | +182.4% | +72.2% | +110.2% | +128.9% |
| 5Y | +112.4% | +139.6% | -27.2% | +55.7% |
| 10Y | +1,767.1% | +259.1% | +1,508.0% | +1,006.0% |
| All | +1,767.1% | +248.9% | +1,518.1% | +1,006.0% |
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