+20.5%
ADP vs UVXY
-70.8%
+91.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -14.1% | +16.7% | +2.7% |
| 7D | +6.4% | -6.3% | +12.7% | +6.4% |
| 30D | +16.6% | -2.7% | +19.3% | +16.6% |
| 3M | +12.9% | -29.9% | +42.8% | +13.0% |
| 6M | +45.7% | -56.5% | +102.2% | +44.4% |
| YTD | +20.6% | -54.8% | +75.4% | +23.4% |
| 1Y | +20.5% | -70.5% | +91.0% | +20.7% |
| All | +20.5% | -70.8% | +91.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling