+175.6%
ASML vs UVXY
-95.5%
+271.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.2% |
| 3M | -2.3% | -36.6% | +34.3% | -9.0% |
| 6M | +23.0% | -56.9% | +79.9% | +9.7% |
| YTD | +61.1% | -51.2% | +112.3% | +49.1% |
| 1Y | +129.1% | -69.8% | +198.9% | +99.0% |
| All | +175.6% | -95.5% | +271.1% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling