+839.7%
ADP vs UVXY
-100.0%
+939.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.0% |
| 7D | -3.4% | -5.0% | +1.6% | -3.9% |
| 30D | +2.8% | -20.5% | +23.3% | +0.6% |
| 3M | +20.9% | -36.6% | +57.5% | +16.2% |
| 6M | +29.9% | -56.9% | +86.8% | +21.5% |
| YTD | +9.6% | -51.2% | +60.9% | +4.6% |
| 1Y | -5.3% | -69.8% | +64.5% | -12.9% |
| 3Y | +16.5% | -95.1% | +111.5% | +0.9% |
| 5Y | +49.4% | -99.7% | +149.1% | +9.4% |
| 10Y | +282.2% | -100.0% | +382.2% | +113.0% |
| All | +839.7% | -100.0% | +939.7% | +169.4% |
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