+109.5%
ASML vs OKE
+137.3%
-27.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | +9.4% | -7.2% | -1.1% |
| 3M | -2.3% | +8.6% | -10.9% | -5.8% |
| 6M | +23.0% | +15.3% | +7.7% | +13.9% |
| YTD | +61.1% | +34.8% | +26.3% | +37.6% |
| 1Y | +129.1% | +35.3% | +93.8% | +94.3% |
| 3Y | +165.4% | +69.5% | +95.9% | +88.5% |
| All | +109.5% | +137.3% | -27.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling