+651.5%
ADI vs UVXY
-100.0%
+751.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.8% | +11.6% | +3.7% |
| 7D | +4.6% | +2.8% | +1.8% | +5.2% |
| 30D | -1.2% | -11.4% | +10.2% | -3.0% |
| 3M | -7.8% | -41.5% | +33.7% | -14.8% |
| 6M | +19.3% | -61.0% | +80.4% | +5.2% |
| YTD | +40.9% | -49.8% | +90.8% | +32.3% |
| 1Y | +54.5% | -66.4% | +120.9% | +38.4% |
| 3Y | +123.4% | -94.8% | +218.2% | +87.2% |
| 5Y | +142.3% | -99.7% | +242.0% | +53.6% |
| All | +651.5% | -100.0% | +751.5% | +248.8% |
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