+64.9%
ARM vs UVXY
-64.9%
+129.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.2% | -9.0% | -2.1% |
| 7D | +4.8% | +11.0% | -6.3% | +8.5% |
| 30D | -5.5% | -8.8% | +3.3% | -7.9% |
| 3M | -17.3% | -41.9% | +24.6% | -28.3% |
| 6M | +110.9% | -61.2% | +172.0% | +70.0% |
| YTD | +132.5% | -46.2% | +178.7% | +108.6% |
| 1Y | +64.9% | -65.2% | +130.1% | +43.1% |
| All | +64.9% | -64.9% | +129.8% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling