+189.5%
ASML vs OSCR
-13.8%
+203.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | -9.3% | -9.5% | +0.3% | -8.4% |
| 3M | -19.0% | +0.9% | -19.9% | -19.5% |
| 6M | -5.2% | +31.5% | -36.7% | -9.9% |
| YTD | +40.6% | +116.1% | -75.5% | +24.7% |
| 1Y | +47.5% | +122.6% | -75.1% | +29.7% |
| 3Y | +133.9% | +356.6% | -222.8% | +73.9% |
| 5Y | +83.8% | +154.9% | -71.1% | +32.6% |
| All | +189.5% | -13.8% | +203.3% | +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