+268.5%
ASML vs OUST
-68.5%
+337.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -7.9% |
| 7D | -19.0% | -5.0% | -14.0% | -18.5% |
| 30D | -25.9% | -32.0% | +6.1% | -21.7% |
| 3M | -19.1% | -32.4% | +13.3% | -14.7% |
| 6M | -5.7% | +6.7% | -12.4% | -9.8% |
| YTD | +27.6% | +41.0% | -13.5% | +15.8% |
| 1Y | +30.8% | +18.0% | +12.8% | +21.2% |
| 3Y | +116.2% | +560.6% | -444.4% | +36.2% |
| 5Y | +67.7% | -55.1% | +122.8% | +42.5% |
| All | +268.5% | -68.5% | +337.0% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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