+104.1%
ASML vs USAR
-20.3%
+124.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -2.2% |
| 7D | +10.4% | +8.8% | +1.6% | +9.6% |
| 30D | -12.7% | -28.5% | +15.7% | -10.6% |
| 3M | -17.2% | -56.2% | +39.0% | -12.3% |
| 6M | -1.3% | -68.4% | +67.1% | +6.2% |
| YTD | +40.8% | -32.2% | +73.0% | +46.2% |
| 1Y | +45.2% | -52.3% | +97.5% | +51.8% |
| 3Y | +131.8% | -21.2% | +153.0% | +173.6% |
| All | +104.1% | -20.3% | +124.4% | +149.0% |
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