+2,275.5%
AMZN vs UVXY
-100.0%
+2,375.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.4% |
| 7D | -1.0% | +2.3% | -3.3% | -0.7% |
| 30D | -9.2% | -15.0% | +5.8% | -11.1% |
| 3M | +3.4% | -39.8% | +43.2% | -2.4% |
| 6M | +18.2% | -60.0% | +78.3% | +7.5% |
| YTD | +9.3% | -48.8% | +58.2% | +4.1% |
| 1Y | +5.9% | -67.3% | +73.2% | -3.3% |
| 3Y | +82.6% | -94.8% | +177.4% | +59.2% |
| 5Y | +44.9% | -99.7% | +144.6% | +4.8% |
| 10Y | +564.1% | -100.0% | +664.1% | +241.8% |
| All | +2,275.5% | -100.0% | +2,375.5% | +505.2% |
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