-28.0%
ORCL vs ASML
+134.2%
-162.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.9% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +10.0% | +2.2% | +7.8% | +9.2% |
| 3M | -32.6% | -2.3% | -30.3% | -32.5% |
| 6M | +4.9% | +23.0% | -18.0% | -2.6% |
| YTD | -17.8% | +61.1% | -78.8% | -31.2% |
| 1Y | -28.0% | +129.1% | -157.1% | -29.0% |
| All | -28.0% | +134.2% | -162.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 1y: compounded portfolio wealth divided by compounded ASML 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…
1y analysis · Full analysis span regression · 6 months rolling