+1,278.0%
AAPL vs UVXY
-100.0%
+1,378.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +0.8% |
| 7D | +3.8% | +2.8% | +1.0% | +4.3% |
| 30D | +9.9% | -11.4% | +21.3% | +8.2% |
| 3M | +12.5% | -41.5% | +54.0% | +4.8% |
| 6M | +27.6% | -61.0% | +88.7% | +13.9% |
| YTD | +22.6% | -49.8% | +72.4% | +15.3% |
| 1Y | +45.0% | -66.4% | +111.4% | +30.8% |
| 3Y | +87.8% | -94.8% | +182.5% | +57.1% |
| 5Y | +128.7% | -99.7% | +228.4% | +48.2% |
| All | +1,278.0% | -100.0% | +1,378.0% | +632.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling