+188.2%
ASML vs OKE
+75.5%
+112.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.6% |
| 7D | +6.0% | +1.9% | +4.1% | +5.7% |
| 30D | +1.4% | +12.8% | -11.5% | -0.2% |
| 3M | +1.0% | +11.9% | -10.9% | -0.7% |
| 6M | +37.0% | +14.9% | +22.1% | +32.7% |
| YTD | +65.8% | +37.7% | +28.0% | +50.9% |
| 1Y | +123.1% | +44.1% | +79.0% | +98.9% |
| 3Y | +188.2% | +75.3% | +112.9% | +136.4% |
| All | +188.2% | +75.5% | +112.7% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling