-15.7%
ADSK vs UVXY
-62.8%
+47.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | +0.5% |
| 7D | -2.5% | +2.8% | -5.3% | -2.6% |
| 30D | -14.9% | -11.4% | -3.5% | -14.6% |
| 3M | +3.3% | -41.5% | +44.8% | +4.1% |
| 6M | -15.7% | -61.0% | +45.4% | -16.6% |
| All | -15.7% | -62.8% | +47.1% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling