+133.9%
ASML vs OKE
+62.2%
+71.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +4.9% | +5.4% | -0.4% | +4.3% |
| 30D | -9.3% | -1.3% | -7.9% | -9.1% |
| 3M | -19.0% | -2.0% | -16.9% | -18.8% |
| 6M | -5.2% | +3.4% | -8.6% | -6.0% |
| YTD | +40.6% | +28.2% | +12.4% | +29.1% |
| 1Y | +47.5% | +35.7% | +11.8% | +32.3% |
| 3Y | +133.9% | +61.0% | +72.9% | +95.6% |
| All | +133.9% | +62.2% | +71.6% | +95.6% |
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