+338.9%
APP vs UVXY
-99.7%
+438.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| 3M | -44.6% | -39.9% | -4.7% | -50.8% |
| 6M | -37.9% | -66.9% | +29.0% | -51.2% |
| YTD | -53.7% | -50.1% | -3.6% | -58.1% |
| 1Y | -43.0% | -68.3% | +25.4% | -52.8% |
| 3Y | +640.8% | -95.0% | +735.7% | +461.5% |
| All | +338.9% | -99.7% | +438.6% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling