-31.9%
ADSK vs UVXY
-70.9%
+39.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.7% | -8.9% | -8.2% |
| 7D | -16.4% | -5.0% | -11.4% | -16.6% |
| 30D | -9.2% | -20.5% | +11.3% | -10.4% |
| 3M | -6.7% | -36.6% | +29.8% | -8.9% |
| 6M | -15.5% | -56.9% | +41.4% | -19.3% |
| YTD | -26.4% | -51.2% | +24.8% | -27.4% |
| 1Y | -31.9% | -69.8% | +37.9% | -35.3% |
| All | -31.9% | -70.9% | +39.0% | -35.3% |
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