+234.4%
ASML vs OSCR
-11.8%
+246.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.6% |
| 7D | +2.8% | +4.7% | -1.9% | +2.2% |
| 30D | -0.2% | +14.8% | -15.0% | -2.0% |
| 3M | -2.6% | +16.7% | -19.3% | -5.2% |
| 6M | +27.9% | +127.5% | -99.7% | +13.3% |
| YTD | +62.4% | +121.0% | -58.6% | +44.2% |
| 1Y | +116.2% | +58.4% | +57.8% | +97.5% |
| 3Y | +182.4% | +392.4% | -210.0% | +108.0% |
| 5Y | +112.4% | +80.5% | +31.9% | +55.5% |
| All | +234.4% | -11.8% | +246.2% | +163.1% |
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