+6.7%
AMZN vs UVXY
-70.8%
+77.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -14.1% | +20.2% | +3.4% |
| 7D | +4.5% | -6.3% | +10.8% | +3.7% |
| 30D | +5.8% | -2.7% | +8.5% | +6.2% |
| 3M | -4.1% | -29.9% | +25.8% | -9.1% |
| 6M | -2.2% | -56.5% | +54.3% | -13.1% |
| YTD | +15.3% | -54.8% | +70.1% | +7.1% |
| 1Y | +6.7% | -70.5% | +77.2% | -9.8% |
| All | +6.7% | -70.8% | +77.5% | -9.8% |
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