+104.0%
ASML vs USAR
-19.0%
+123.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -3.1% |
| 7D | -10.0% | -21.8% | +11.7% | -8.3% |
| 30D | -19.4% | -39.9% | +20.5% | -16.4% |
| 3M | -12.5% | -52.5% | +40.1% | -7.8% |
| 6M | +8.2% | -67.9% | +76.2% | +16.4% |
| YTD | +40.7% | -31.1% | +71.8% | +45.9% |
| 1Y | +46.1% | -49.8% | +96.0% | +52.5% |
| 3Y | +138.5% | -19.9% | +158.4% | +181.2% |
| All | +104.0% | -19.0% | +123.0% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling