+1,150.8%
ARES vs UVXY
-100.0%
+1,250.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -0.8% |
| 7D | -0.3% | -4.7% | +4.4% | -0.9% |
| 30D | +1.3% | -17.1% | +18.4% | -0.9% |
| 3M | +10.4% | -39.9% | +50.3% | +4.4% |
| 6M | +29.0% | -66.9% | +95.9% | +15.1% |
| YTD | -12.2% | -50.1% | +37.9% | -16.2% |
| 1Y | -18.4% | -68.3% | +49.9% | -25.2% |
| 3Y | +43.2% | -95.0% | +138.1% | +26.5% |
| 5Y | +102.6% | -99.7% | +202.3% | +52.8% |
| 10Y | +1,029.6% | -100.0% | +1,129.6% | +624.9% |
| All | +1,150.8% | -100.0% | +1,250.8% | +755.2% |
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