+2,831.2%
AAPL vs UVXY
-100.0%
+2,931.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +4.2% |
| 7D | -0.5% | +11.0% | -11.5% | +0.8% |
| 30D | +7.1% | -8.8% | +15.9% | +6.0% |
| 3M | +12.1% | -41.9% | +54.0% | +5.5% |
| 6M | +25.4% | -61.2% | +86.6% | +13.9% |
| YTD | +20.5% | -46.2% | +66.7% | +15.4% |
| 1Y | +44.5% | -65.2% | +109.7% | +33.1% |
| 3Y | +85.8% | -94.6% | +180.3% | +61.6% |
| 5Y | +124.8% | -99.7% | +224.4% | +60.6% |
| 10Y | +1,284.7% | -100.0% | +1,384.7% | +651.5% |
| All | +2,831.2% | -100.0% | +2,931.2% | +745.6% |
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