+95.5%
ARES vs UVXY
-99.7%
+195.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.6% |
| 7D | -6.1% | +2.8% | -8.9% | -5.4% |
| 30D | -7.5% | -11.4% | +3.8% | -9.5% |
| 3M | +0.1% | -41.5% | +41.6% | -9.1% |
| 6M | +30.3% | -61.0% | +91.3% | +11.4% |
| YTD | -16.6% | -49.8% | +33.2% | -22.7% |
| 1Y | -26.1% | -66.4% | +40.3% | -35.3% |
| 3Y | +36.4% | -94.8% | +131.2% | +7.9% |
| All | +95.5% | -99.7% | +195.2% | +1.5% |
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 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