+1,559.3%
ASML vs OKE
+239.6%
+1,319.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | +10.4% | +3.0% | +7.3% | +9.4% |
| 30D | -12.7% | -3.8% | -8.9% | -11.8% |
| 3M | -17.2% | -2.8% | -14.3% | -16.7% |
| 6M | -1.3% | +2.8% | -4.1% | -3.1% |
| YTD | +40.8% | +26.9% | +13.9% | +27.6% |
| 1Y | +45.2% | +35.4% | +9.8% | +28.5% |
| 3Y | +131.8% | +60.1% | +71.7% | +91.9% |
| 5Y | +84.0% | +84.0% | +0.1% | +45.3% |
| All | +1,559.3% | +239.6% | +1,319.7% | +909.9% |
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