+5,900.8%
ORCL vs ASML
+86,744.0%
-80,843.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.3% | +2.4% | -3.5% |
| 7D | -17.5% | -19.0% | +1.6% | -10.8% |
| 30D | -20.2% | -25.9% | +5.8% | -10.8% |
| 3M | -19.9% | -19.1% | -0.9% | -13.6% |
| 6M | -37.4% | -5.7% | -31.7% | -36.8% |
| YTD | -40.1% | +27.6% | -67.7% | -46.5% |
| 1Y | -53.4% | +30.8% | -84.2% | -58.7% |
| 3Y | +10.4% | +116.2% | -105.8% | -21.9% |
| 5Y | +29.8% | +67.7% | -37.9% | -3.8% |
| 10Y | +249.2% | +1,355.3% | -1,106.1% | +7.1% |
| All | +5,900.8% | +86,744.0% | -80,843.2% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling