+1,504.8%
ASML vs UVXY
-100.0%
+1,604.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -20.2% | +26.4% | +2.3% |
| 7D | -0.8% | -5.6% | +4.7% | +0.8% |
| 30D | -14.9% | +12.8% | -27.7% | -9.7% |
| 3M | -13.0% | -14.8% | +1.9% | -12.2% |
| 6M | -4.7% | -49.0% | +44.3% | -11.2% |
| YTD | +42.3% | -48.8% | +91.1% | +38.9% |
| 1Y | +49.7% | -66.4% | +116.1% | +36.1% |
| 3Y | +144.3% | -94.4% | +238.7% | +106.0% |
| 5Y | +86.4% | -99.5% | +185.9% | +23.7% |
| 10Y | +1,504.8% | -100.0% | +1,604.8% | +606.7% |
| All | +1,504.8% | -100.0% | +1,604.8% | +606.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling