+640.8%
APP vs UVXY
-95.1%
+735.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -4.9% | -2.1% |
| 7D | +0.1% | -4.7% | +4.8% | -1.1% |
| 30D | -10.0% | -17.1% | +7.0% | -14.1% |
| 3M | -44.6% | -39.9% | -4.7% | -50.4% |
| 6M | -37.9% | -66.9% | +29.0% | -50.3% |
| YTD | -53.7% | -50.1% | -3.6% | -57.8% |
| 1Y | -43.0% | -68.3% | +25.4% | -52.1% |
| 3Y | +640.8% | -95.0% | +735.7% | +508.5% |
| All | +640.8% | -95.1% | +735.9% | +508.5% |
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