+185.4%
ARM vs UVXY
-94.5%
+279.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.8% |
| 7D | -10.4% | -3.3% | -7.0% | -7.4% |
| 30D | -31.8% | +12.0% | -43.9% | -25.1% |
| 3M | -32.2% | -15.5% | -16.8% | -30.8% |
| 6M | -14.9% | -49.4% | +34.5% | -22.3% |
| YTD | +66.0% | -49.1% | +115.2% | +61.4% |
| 1Y | +17.2% | -63.7% | +80.9% | +4.6% |
| 3Y | +247.2% | -94.1% | +341.3% | +200.9% |
| All | +185.4% | -94.5% | +279.9% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling