+32.7%
ORCL vs ASML
+164.3%
-131.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.7% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +10.0% | +2.2% | +7.8% | +9.0% |
| 3M | -32.6% | -2.3% | -30.3% | -32.7% |
| 6M | +4.9% | +23.0% | -18.0% | -4.1% |
| YTD | -17.8% | +61.1% | -78.8% | -32.2% |
| 1Y | -28.0% | +129.1% | -157.1% | -47.8% |
| All | +32.7% | +164.3% | -131.6% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling