+46.6%
ASML vs UVXY
-64.3%
+110.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -20.2% | +26.4% | +1.0% |
| 7D | -0.8% | -5.6% | +4.7% | +0.7% |
| 30D | -14.9% | +12.8% | -27.7% | -8.0% |
| 3M | -13.0% | -14.8% | +1.9% | -12.6% |
| 6M | -4.7% | -49.0% | +44.3% | -14.5% |
| YTD | +42.3% | -48.8% | +91.1% | +34.2% |
| All | +46.6% | -64.3% | +110.8% | +29.8% |
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