+527.5%
APP vs UVXY
-99.8%
+627.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.2% | +4.7% |
| 7D | +4.6% | -22.1% | +26.6% | -0.3% |
| 30D | +56.0% | +8.2% | +47.9% | +61.3% |
| 3M | +30.8% | -12.3% | +43.2% | +28.9% |
| 6M | -9.8% | -51.0% | +41.2% | -21.7% |
| YTD | -39.3% | -49.9% | +10.6% | -43.8% |
| 1Y | -26.4% | -67.7% | +41.3% | -38.3% |
| 3Y | +887.9% | -94.1% | +982.0% | +689.5% |
| 5Y | +264.1% | -99.5% | +363.6% | +102.3% |
| All | +527.5% | -99.8% | +627.3% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling