+67.7%
ASML vs OVV
+88.6%
-20.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -8.7% |
| 7D | -19.0% | -14.9% | -4.1% | -16.1% |
| 30D | -25.9% | -0.9% | -25.0% | -25.9% |
| 3M | -19.1% | +5.6% | -24.6% | -20.6% |
| 6M | -5.7% | -2.5% | -3.2% | -6.2% |
| YTD | +27.6% | +57.8% | -30.2% | +10.3% |
| 1Y | +30.8% | +70.1% | -39.3% | +10.3% |
| 3Y | +116.2% | +35.1% | +81.1% | +88.3% |
| 5Y | +67.7% | +86.1% | -18.4% | +31.3% |
| All | +67.7% | +88.6% | -20.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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