+175.9%
ASML vs OSCR
-14.9%
+190.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.6% | +12.6% | +5.9% |
| 7D | -9.0% | +0.9% | -9.9% | -9.2% |
| 30D | -21.0% | -6.9% | -14.1% | -20.5% |
| 3M | -16.3% | +15.5% | -31.8% | -18.1% |
| 6M | -7.5% | +54.5% | -62.0% | -14.0% |
| YTD | +34.0% | +113.3% | -79.3% | +19.0% |
| 1Y | +39.3% | +85.1% | -45.8% | +24.8% |
| 3Y | +128.9% | +436.8% | -307.9% | +66.3% |
| 5Y | +76.1% | +80.3% | -4.2% | +29.0% |
| All | +175.9% | -14.9% | +190.7% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling