+80,969.6%
ASML vs OXY
+1,354.5%
+79,615.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -11.9% | +2.9% | -5.6% |
| 30D | -21.0% | -3.1% | -17.8% | -20.3% |
| 3M | -16.3% | +1.1% | -17.4% | -17.0% |
| 6M | -7.5% | +3.2% | -10.8% | -9.7% |
| YTD | +34.0% | +39.0% | -5.0% | +17.3% |
| 1Y | +39.3% | +42.7% | -3.4% | +20.6% |
| 3Y | +128.9% | -3.5% | +132.4% | +119.2% |
| 5Y | +76.1% | +81.3% | -5.3% | +31.6% |
| 10Y | +1,428.4% | +11.2% | +1,417.2% | +960.4% |
| All | +80,969.6% | +1,354.5% | +79,615.2% | +24,376.3% |
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