+215.4%
ADSK vs UVXY
-100.0%
+315.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -0.7% |
| 7D | -2.5% | +2.8% | -5.3% | -2.0% |
| 30D | -14.9% | -11.4% | -3.5% | -16.4% |
| 3M | +3.3% | -41.5% | +44.8% | -4.7% |
| 6M | -15.7% | -61.0% | +45.4% | -26.3% |
| YTD | -28.2% | -49.8% | +21.6% | -33.4% |
| 1Y | -34.5% | -66.4% | +31.9% | -42.1% |
| 3Y | -2.9% | -94.8% | +91.9% | -21.8% |
| 5Y | -25.3% | -99.7% | +74.4% | -55.4% |
| All | +215.4% | -100.0% | +315.4% | +21.3% |
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 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