+97,349.8%
ASML vs OXY
+1,441.8%
+95,907.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | +2.2% | +11.6% | -9.4% | -1.2% |
| 3M | -2.3% | +2.8% | -5.1% | -3.7% |
| 6M | +23.0% | +13.0% | +9.9% | +15.8% |
| YTD | +61.1% | +47.4% | +13.7% | +39.2% |
| 1Y | +129.1% | +31.5% | +97.6% | +103.6% |
| 3Y | +165.4% | -1.9% | +167.3% | +153.3% |
| 5Y | +109.5% | +148.0% | -38.5% | +41.2% |
| 10Y | +1,645.7% | +2.3% | +1,643.5% | +1,167.3% |
| All | +97,349.8% | +1,441.8% | +95,907.9% | +28,945.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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