+16.9%
APA vs UVXY
-94.8%
+111.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -0.2% |
| 7D | +4.6% | +2.8% | +1.8% | +4.9% |
| 30D | +11.9% | -11.4% | +23.3% | +10.6% |
| 3M | +22.5% | -41.5% | +64.0% | +16.1% |
| 6M | +37.5% | -61.0% | +98.6% | +25.3% |
| YTD | +87.2% | -49.8% | +137.0% | +78.7% |
| 1Y | +101.4% | -66.4% | +167.9% | +84.6% |
| 3Y | +16.9% | -94.8% | +111.7% | +5.7% |
| All | +16.9% | -94.8% | +111.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling