+35.8%
ARM vs UVXY
-65.0%
+100.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.7% | -8.3% | -3.3% |
| 7D | +9.1% | -22.1% | +31.2% | +1.9% |
| 30D | -19.9% | +8.2% | -28.1% | -11.5% |
| 3M | -31.6% | -12.3% | -19.3% | -28.7% |
| 6M | -13.9% | -51.0% | +37.1% | -21.6% |
| YTD | +74.3% | -49.9% | +124.2% | +61.0% |
| 1Y | +35.8% | -67.7% | +103.5% | +16.8% |
| All | +35.8% | -65.0% | +100.8% | +16.8% |
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