+102.1%
ASML vs ONON
-20.9%
+123.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +1.1% | -3.0% | +4.1% | +1.9% |
| 30D | +2.2% | -26.7% | +28.9% | +10.4% |
| 3M | -2.3% | -25.3% | +23.0% | +4.3% |
| 6M | +23.0% | -35.3% | +58.2% | +36.5% |
| YTD | +61.1% | -39.8% | +100.8% | +82.1% |
| 1Y | +129.1% | -39.2% | +168.3% | +156.2% |
| 3Y | +165.4% | -4.2% | +169.6% | +147.0% |
| All | +102.1% | -20.9% | +123.0% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling