+4,173.3%
ASML vs UVXY
-100.0%
+4,273.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +4.7% |
| 7D | -9.0% | +19.4% | -28.4% | -4.8% |
| 30D | -21.0% | +42.6% | -63.5% | -14.3% |
| 3M | -16.3% | +7.1% | -23.3% | -13.0% |
| 6M | -7.5% | -36.5% | +29.0% | -9.9% |
| YTD | +34.0% | -35.8% | +69.8% | +35.8% |
| 1Y | +39.3% | -58.4% | +97.7% | +33.2% |
| 3Y | +128.9% | -92.9% | +221.7% | +109.0% |
| 5Y | +76.1% | -99.4% | +175.5% | +35.1% |
| 10Y | +1,428.4% | -100.0% | +1,528.4% | +722.2% |
| All | +4,173.3% | -100.0% | +4,273.3% | +882.4% |
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