+520.8%
APP vs UVXY
-99.9%
+620.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -9.1% | +11.4% | +0.3% |
| 7D | +48.9% | +2.3% | +46.6% | +49.6% |
| 30D | +49.4% | +4.0% | +45.4% | +53.4% |
| 3M | +27.0% | -21.6% | +48.6% | +21.8% |
| 6M | -15.4% | -55.1% | +39.7% | -27.9% |
| YTD | -39.9% | -53.7% | +13.8% | -45.4% |
| 1Y | -32.0% | -66.7% | +34.8% | -42.3% |
| 3Y | +824.3% | -94.6% | +919.0% | +622.5% |
| 5Y | +252.4% | -99.6% | +352.0% | +91.1% |
| All | +520.8% | -99.9% | +620.7% | +199.0% |
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 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