+115.6%
ASML vs OSCR
+95.2%
+20.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +2.6% |
| 7D | +6.0% | +10.7% | -4.7% | +4.6% |
| 30D | +1.4% | +18.3% | -16.9% | -0.9% |
| 3M | +1.0% | +20.5% | -19.5% | -2.2% |
| 6M | +37.0% | +138.5% | -101.5% | +20.0% |
| YTD | +65.8% | +129.7% | -64.0% | +45.6% |
| 1Y | +123.1% | +62.8% | +60.3% | +102.2% |
| 3Y | +188.2% | +411.8% | -223.6% | +106.6% |
| 5Y | +115.6% | +99.9% | +15.7% | +48.7% |
| All | +115.6% | +95.2% | +20.4% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling