+242.0%
ORCL vs ASML
+1,337.0%
-1,095.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.3% | +2.4% | -3.8% |
| 7D | -17.5% | -19.0% | +1.6% | -11.4% |
| 30D | -20.2% | -25.9% | +5.8% | -11.6% |
| 3M | -19.9% | -19.1% | -0.9% | -14.1% |
| 6M | -37.4% | -5.7% | -31.7% | -36.7% |
| YTD | -40.1% | +27.6% | -67.7% | -45.8% |
| 1Y | -53.4% | +30.8% | -84.2% | -58.1% |
| 3Y | +10.4% | +116.2% | -105.8% | -18.9% |
| 5Y | +29.8% | +67.7% | -37.9% | -0.8% |
| All | +242.0% | +1,337.0% | -1,095.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling