+94.3%
ASML vs USAR
-18.7%
+113.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.8% | -5.8% | +4.1% |
| 7D | -9.0% | -14.5% | +5.5% | -7.9% |
| 30D | -21.0% | -37.8% | +16.9% | -18.2% |
| 3M | -16.3% | -52.8% | +36.5% | -11.8% |
| 6M | -7.5% | -71.2% | +63.7% | -0.1% |
| YTD | +34.0% | -30.9% | +64.9% | +39.0% |
| 1Y | +39.3% | -48.0% | +87.3% | +45.2% |
| 3Y | +128.9% | -19.7% | +148.6% | +169.7% |
| All | +94.3% | -18.7% | +113.0% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling