+39.3%
ASML vs URA
-31.4%
+70.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +2.6% |
| 7D | -9.0% | -4.1% | -4.9% | -6.8% |
| 30D | -21.0% | -19.0% | -2.0% | -11.7% |
| 3M | -16.3% | -25.1% | +8.8% | -3.4% |
| 6M | -7.5% | -44.5% | +37.0% | +22.0% |
| YTD | +34.0% | -24.3% | +58.3% | +43.0% |
| 1Y | +39.3% | -28.1% | +67.4% | +51.5% |
| All | +39.3% | -31.4% | +70.6% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling