+1,395.4%
ASML vs URA
+278.3%
+1,117.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +3.0% |
| 7D | -9.0% | -4.1% | -4.9% | -7.0% |
| 30D | -21.0% | -19.0% | -2.0% | -12.6% |
| 3M | -16.3% | -25.1% | +8.8% | -4.6% |
| 6M | -7.5% | -44.5% | +37.0% | +20.3% |
| YTD | +34.0% | -24.3% | +58.3% | +49.2% |
| 1Y | +39.3% | -28.1% | +67.4% | +58.2% |
| 3Y | +128.9% | +40.7% | +88.2% | +80.6% |
| 5Y | +76.1% | +35.5% | +40.6% | +35.2% |
| All | +1,395.4% | +278.3% | +1,117.1% | +599.1% |
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