+108.6%
ASML vs OUST
-56.2%
+164.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +1.1% | +5.2% | -4.1% | +0.2% |
| 30D | +2.2% | -19.3% | +21.4% | +5.5% |
| 3M | -2.3% | -22.6% | +20.3% | -0.4% |
| 6M | +23.0% | +62.8% | -39.8% | +9.6% |
| YTD | +61.1% | +68.3% | -7.3% | +41.8% |
| 1Y | +129.1% | +28.5% | +100.6% | +106.2% |
| 3Y | +165.4% | +554.0% | -388.7% | +60.5% |
| All | +108.6% | -56.2% | +164.7% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling