+80,969.6%
ASML vs OKE
+9,343.4%
+71,626.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.5% |
| 7D | -9.0% | -11.3% | +2.2% | -4.8% |
| 30D | -21.0% | -2.2% | -18.8% | -20.4% |
| 3M | -16.3% | -2.0% | -14.3% | -16.0% |
| 6M | -7.5% | +1.8% | -9.4% | -9.4% |
| YTD | +34.0% | +21.7% | +12.3% | +20.7% |
| 1Y | +39.3% | +31.9% | +7.4% | +21.3% |
| 3Y | +128.9% | +49.1% | +79.8% | +86.8% |
| 5Y | +76.1% | +71.9% | +4.2% | +35.1% |
| 10Y | +1,428.4% | +233.5% | +1,194.8% | +650.1% |
| All | +80,969.6% | +9,343.4% | +71,626.3% | +8,836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling