+17.6%
ABNB vs UVXY
-99.9%
+117.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.3% | +0.3% |
| 7D | -6.5% | +2.8% | -9.3% | -5.9% |
| 30D | -5.5% | -11.4% | +5.9% | -7.4% |
| 3M | +30.0% | -41.5% | +71.6% | +18.9% |
| 6M | +27.6% | -61.0% | +88.6% | +10.4% |
| YTD | +25.4% | -49.8% | +75.2% | +16.3% |
| 1Y | +38.3% | -66.4% | +104.8% | +21.5% |
| 3Y | +15.5% | -94.8% | +110.3% | -9.2% |
| 5Y | +3.0% | -99.7% | +102.7% | -44.0% |
| All | +17.6% | -99.9% | +117.5% | -43.1% |
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