+192.0%
ASML vs OSCR
-7.0%
+199.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.8% |
| 7D | -2.9% | +3.3% | -6.1% | -3.3% |
| 30D | -15.2% | +0.3% | -15.5% | -15.4% |
| 3M | -12.9% | +21.0% | -33.9% | -15.3% |
| 6M | -5.0% | +57.1% | -62.1% | -11.7% |
| YTD | +41.8% | +132.9% | -91.1% | +24.7% |
| 1Y | +46.0% | +129.1% | -83.0% | +28.0% |
| 3Y | +133.5% | +370.7% | -237.3% | +73.2% |
| 5Y | +93.0% | +102.6% | -9.6% | +39.7% |
| All | +192.0% | -7.0% | +199.0% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling