+15,506.3%
ASML vs URI
+7,950.8%
+7,555.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.2% |
| 7D | -10.0% | -4.3% | -5.7% | -8.7% |
| 30D | -19.4% | +4.6% | -24.1% | -20.7% |
| 3M | -12.5% | -2.1% | -10.4% | -12.1% |
| 6M | +8.2% | +21.9% | -13.7% | +1.3% |
| YTD | +40.7% | +39.7% | +1.0% | +23.7% |
| 1Y | +46.1% | +32.9% | +13.3% | +30.6% |
| 3Y | +138.5% | +155.8% | -17.3% | +70.7% |
| 5Y | +84.2% | +202.4% | -118.3% | +23.8% |
| 10Y | +1,505.1% | +1,517.7% | -12.6% | +506.5% |
| All | +15,506.3% | +7,950.8% | +7,555.5% | +2,275.0% |
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