+117.9%
ASML vs URA
+30.2%
+87.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.8% |
| 3M | -19.1% | -27.8% | +8.7% | -6.3% |
| 6M | -5.7% | -42.8% | +37.1% | +20.4% |
| YTD | +27.6% | -27.5% | +55.1% | +44.4% |
| 1Y | +30.8% | -35.1% | +65.9% | +54.4% |
| All | +117.9% | +30.2% | +87.7% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling