+82.7%
ASML vs ONON
-10.9%
+93.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +4.9% | -10.0% | +14.9% | +8.0% |
| 30D | -9.3% | -5.3% | -4.0% | -8.3% |
| 3M | -19.0% | +6.5% | -25.4% | -21.1% |
| 6M | -5.2% | -5.0% | -0.2% | -6.6% |
| YTD | +40.6% | -27.6% | +68.3% | +50.0% |
| 1Y | +47.5% | -20.7% | +68.2% | +52.8% |
| 3Y | +133.9% | +26.6% | +107.2% | +98.1% |
| All | +82.7% | -10.9% | +93.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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