+4,567.4%
ASML vs URA
-51.1%
+4,618.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | -10.0% | -10.5% | +0.5% | -5.6% |
| 30D | -19.4% | -18.6% | -0.8% | -12.0% |
| 3M | -12.5% | -23.0% | +10.6% | -2.6% |
| 6M | +8.2% | -40.3% | +48.5% | +33.7% |
| YTD | +40.7% | -23.5% | +64.2% | +54.8% |
| 1Y | +46.1% | -31.1% | +77.2% | +67.3% |
| 3Y | +138.5% | +38.3% | +100.1% | +95.6% |
| 5Y | +84.2% | +34.6% | +49.6% | +47.6% |
| 10Y | +1,505.1% | +285.4% | +1,219.7% | +689.0% |
| All | +4,567.4% | -51.1% | +4,618.5% | +4,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling