+175.6%
ASML vs OSCR
+413.5%
-237.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +1.1% | +5.8% | -4.7% | +0.5% |
| 30D | +2.2% | +7.1% | -4.9% | +1.2% |
| 3M | -2.3% | +36.7% | -38.9% | -6.4% |
| 6M | +23.0% | +114.3% | -91.3% | +10.3% |
| YTD | +61.1% | +124.4% | -63.4% | +43.4% |
| 1Y | +129.1% | +75.5% | +53.6% | +107.3% |
| All | +175.6% | +413.5% | -237.9% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling