+17,762.5%
ASML vs URI
+7,134.6%
+10,627.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.7% |
| 30D | +2.2% | -12.9% | +15.1% | +6.8% |
| 3M | -2.3% | -6.7% | +4.4% | -0.1% |
| 6M | +23.0% | +19.0% | +4.0% | +14.9% |
| YTD | +61.1% | +25.5% | +35.5% | +46.8% |
| 1Y | +129.1% | +5.5% | +123.6% | +120.3% |
| 3Y | +165.4% | +111.3% | +54.0% | +101.9% |
| 5Y | +109.5% | +198.6% | -89.1% | +41.5% |
| 10Y | +1,645.7% | +1,179.9% | +465.8% | +606.8% |
| All | +17,762.5% | +7,134.6% | +10,627.9% | +2,718.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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