+46.6%
ASML vs OKE
+31.9%
+14.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.6% |
| 7D | -0.8% | -7.1% | +6.2% | -3.9% |
| 30D | -14.9% | -3.2% | -11.7% | -15.8% |
| 3M | -13.0% | +0.6% | -13.6% | -11.7% |
| 6M | -4.7% | +3.3% | -8.0% | -0.9% |
| YTD | +42.3% | +22.8% | +19.5% | +59.6% |
| All | +46.6% | +31.9% | +14.6% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling