+1,421.6%
ALL vs UVXY
-100.0%
+1,521.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | 0.0% | -5.0% | +5.0% | -0.4% |
| 30D | -1.5% | -20.5% | +19.0% | -3.3% |
| 3M | +23.6% | -36.6% | +60.2% | +19.4% |
| 6M | +22.3% | -56.9% | +79.3% | +15.6% |
| YTD | +26.5% | -51.2% | +77.7% | +21.3% |
| 1Y | +27.0% | -69.8% | +96.8% | +17.9% |
| 3Y | +149.6% | -95.1% | +244.6% | +120.4% |
| 5Y | +118.1% | -99.7% | +217.8% | +66.0% |
| 10Y | +369.0% | -100.0% | +469.0% | +176.8% |
| All | +1,421.6% | -100.0% | +1,521.6% | +340.1% |
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