+1,323.9%
ASML vs URA
+262.4%
+1,061.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.1% | -6.9% |
| 7D | -19.0% | -13.3% | -5.8% | -13.3% |
| 30D | -25.9% | -25.9% | 0.0% | -14.7% |
| 3M | -19.1% | -27.8% | +8.7% | -6.2% |
| 6M | -5.7% | -42.8% | +37.1% | +21.1% |
| YTD | +27.6% | -27.5% | +55.1% | +44.9% |
| 1Y | +30.8% | -35.1% | +65.9% | +55.5% |
| 3Y | +116.2% | +31.1% | +85.2% | +76.2% |
| 5Y | +67.7% | +29.8% | +37.9% | +31.3% |
| All | +1,323.9% | +262.4% | +1,061.6% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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