+5,036.7%
ASML vs UVXY
-100.0%
+5,136.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.3% |
| 7D | +1.1% | -5.0% | +6.1% | +0.3% |
| 30D | +2.2% | -20.5% | +22.7% | -1.3% |
| 3M | -2.3% | -36.6% | +34.3% | -7.6% |
| 6M | +23.0% | -56.9% | +79.9% | +12.5% |
| YTD | +61.1% | -51.2% | +112.3% | +52.2% |
| 1Y | +129.1% | -69.8% | +198.9% | +105.2% |
| 3Y | +165.4% | -95.1% | +260.4% | +126.8% |
| 5Y | +109.5% | -99.7% | +209.1% | +45.6% |
| 10Y | +1,645.7% | -100.0% | +1,745.7% | +800.9% |
| All | +5,036.7% | -100.0% | +5,136.7% | +1,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling