+128.9%
ASML vs OKE
+47.2%
+81.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.2% |
| 7D | -9.0% | -11.3% | +2.2% | -7.8% |
| 30D | -21.0% | -2.2% | -18.8% | -20.8% |
| 3M | -16.3% | -2.0% | -14.3% | -16.2% |
| 6M | -7.5% | +1.8% | -9.4% | -8.4% |
| YTD | +34.0% | +21.7% | +12.3% | +23.8% |
| 1Y | +39.3% | +31.9% | +7.4% | +24.5% |
| 3Y | +128.9% | +49.1% | +79.8% | +90.9% |
| All | +128.9% | +47.2% | +81.7% | +90.9% |
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 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