+8,143.3%
ORCL vs ASML
+109,531.0%
-101,387.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.6% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +10.0% | +2.2% | +7.8% | +9.0% |
| 3M | -32.6% | -2.3% | -30.3% | -32.8% |
| 6M | +4.9% | +23.0% | -18.0% | -4.6% |
| YTD | -17.8% | +61.1% | -78.8% | -32.6% |
| 1Y | -28.0% | +129.1% | -157.1% | -48.3% |
| 3Y | +36.0% | +165.4% | -129.3% | -11.0% |
| 5Y | +88.7% | +109.5% | -20.7% | +28.2% |
| 10Y | +346.9% | +1,645.7% | -1,298.8% | +28.0% |
| All | +8,143.3% | +109,531.0% | -101,387.7% | +439.9% |
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