+935.1%
ADBE vs UVXY
-100.0%
+1,035.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.5% | -1.7% |
| 7D | -12.9% | +11.0% | -23.9% | -11.7% |
| 30D | -5.6% | -8.8% | +3.1% | -6.6% |
| 3M | +6.6% | -41.9% | +48.5% | -0.3% |
| 6M | -9.6% | -61.2% | +51.6% | -18.8% |
| YTD | -28.9% | -46.2% | +17.3% | -32.4% |
| 1Y | -28.9% | -65.2% | +36.3% | -35.3% |
| 3Y | -55.6% | -94.6% | +39.0% | -62.2% |
| 5Y | -62.2% | -99.7% | +37.4% | -73.9% |
| 10Y | +150.4% | -100.0% | +250.4% | +25.1% |
| All | +935.1% | -100.0% | +1,035.1% | +141.3% |
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