-10.2%
ADSK vs UVXY
-70.8%
+60.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -14.1% | +21.2% | +6.3% |
| 7D | +11.4% | -6.3% | +17.7% | +11.1% |
| 30D | +21.9% | -2.7% | +24.6% | +21.8% |
| 3M | +13.9% | -29.9% | +43.8% | +12.2% |
| 6M | +9.1% | -56.5% | +65.6% | +4.0% |
| YTD | -8.8% | -54.8% | +46.0% | -8.8% |
| 1Y | -10.2% | -70.5% | +60.3% | -15.0% |
| All | -10.2% | -70.8% | +60.5% | -15.0% |
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