+14,049.7%
ASML vs URI
+7,377.6%
+6,672.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -7.0% |
| 7D | -19.0% | -12.9% | -6.1% | -15.2% |
| 30D | -25.9% | -3.4% | -22.5% | -25.1% |
| 3M | -19.1% | -10.0% | -9.0% | -16.4% |
| 6M | -5.7% | +12.2% | -17.9% | -9.3% |
| YTD | +27.6% | +29.8% | -2.2% | +15.0% |
| 1Y | +30.8% | +24.6% | +6.2% | +19.4% |
| 3Y | +116.2% | +137.6% | -21.4% | +58.7% |
| 5Y | +67.7% | +176.6% | -109.0% | +16.1% |
| 10Y | +1,355.3% | +1,402.6% | -47.2% | +463.8% |
| All | +14,049.7% | +7,377.6% | +6,672.2% | +2,107.7% |
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