+306.4%
ASML vs OUST
-65.4%
+371.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +15.7% | -19.3% | -6.1% |
| 7D | -10.0% | -0.2% | -9.8% | -10.2% |
| 30D | -19.4% | -24.0% | +4.5% | -16.4% |
| 3M | -12.5% | -29.9% | +17.4% | -8.4% |
| 6M | +8.2% | +19.1% | -10.9% | +1.7% |
| YTD | +40.7% | +55.0% | -14.3% | +25.7% |
| 1Y | +46.1% | +21.2% | +25.0% | +34.6% |
| 3Y | +138.5% | +626.0% | -487.5% | +47.9% |
| 5Y | +84.2% | -51.6% | +135.8% | +54.4% |
| All | +306.4% | -65.4% | +371.9% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling