+75.5%
ASML vs URA
+33.4%
+42.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +2.8% |
| 7D | -9.0% | -4.1% | -4.9% | -6.9% |
| 30D | -21.0% | -19.0% | -2.0% | -12.1% |
| 3M | -16.3% | -25.1% | +8.8% | -3.8% |
| 6M | -7.5% | -44.5% | +37.0% | +22.1% |
| YTD | +34.0% | -24.3% | +58.3% | +49.5% |
| 1Y | +39.3% | -28.1% | +67.4% | +58.7% |
| 3Y | +128.9% | +40.7% | +88.2% | +71.9% |
| All | +75.5% | +33.4% | +42.1% | +28.0% |
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 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