+108.6%
ASML vs URA
+128.0%
-19.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | +2.2% | +7.4% | -5.2% | -1.4% |
| 3M | -2.3% | -8.4% | +6.1% | +1.2% |
| 6M | +23.0% | -12.7% | +35.7% | +29.2% |
| YTD | +61.1% | +7.8% | +53.3% | +52.1% |
| 1Y | +129.1% | +19.5% | +109.7% | +103.1% |
| 3Y | +165.4% | +116.4% | +48.9% | +68.9% |
| All | +108.6% | +128.0% | -19.4% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling