+278.9%
ADP vs UVXY
-100.0%
+378.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.3% |
| 7D | -2.8% | +2.8% | -5.5% | -2.4% |
| 30D | +0.2% | -11.4% | +11.6% | -0.9% |
| 3M | +20.5% | -41.5% | +62.0% | +14.4% |
| 6M | +28.8% | -61.0% | +89.8% | +18.2% |
| YTD | +6.6% | -49.8% | +56.5% | +1.7% |
| 1Y | -6.9% | -66.4% | +59.5% | -14.0% |
| 3Y | +16.1% | -94.8% | +110.9% | -0.4% |
| 5Y | +49.3% | -99.7% | +149.0% | +3.0% |
| All | +278.9% | -100.0% | +378.9% | +104.7% |
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 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