+1,455.5%
ADI vs UVXY
-100.0%
+1,555.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.3% |
| 7D | +1.3% | +11.0% | -9.7% | +2.9% |
| 30D | -6.0% | -8.8% | +2.8% | -7.1% |
| 3M | -7.7% | -41.9% | +34.2% | -13.7% |
| 6M | +14.0% | -61.2% | +75.2% | +2.4% |
| YTD | +34.4% | -46.2% | +80.6% | +28.7% |
| 1Y | +48.0% | -65.2% | +113.2% | +35.6% |
| 3Y | +113.3% | -94.6% | +207.9% | +85.8% |
| 5Y | +131.1% | -99.7% | +230.8% | +61.2% |
| 10Y | +628.7% | -100.0% | +728.7% | +265.4% |
| All | +1,455.5% | -100.0% | +1,555.5% | +243.9% |
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