+123.1%
ASML vs UVXY
-68.8%
+191.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +3.5% |
| 7D | +6.0% | -4.7% | +10.7% | +4.7% |
| 30D | +1.4% | -17.1% | +18.4% | -3.2% |
| 3M | +1.0% | -39.9% | +41.0% | -9.4% |
| 6M | +37.0% | -66.9% | +103.8% | +10.6% |
| YTD | +65.8% | -50.1% | +115.9% | +48.7% |
| 1Y | +123.1% | -68.3% | +191.4% | +98.1% |
| All | +123.1% | -68.8% | +191.9% | +98.1% |
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