+129.1%
ASML vs UVXY
-70.9%
+200.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.3% |
| 7D | +1.1% | -5.0% | +6.1% | -0.1% |
| 30D | +2.2% | -20.5% | +22.7% | -3.4% |
| 3M | -2.3% | -36.6% | +34.3% | -11.0% |
| 6M | +23.0% | -56.9% | +79.9% | +5.5% |
| YTD | +61.1% | -51.2% | +112.3% | +43.8% |
| 1Y | +129.1% | -69.8% | +198.9% | +104.0% |
| All | +129.1% | -70.9% | +200.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling