+311.3%
ARM vs UVXY
-94.6%
+405.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +4.4% |
| 7D | +11.4% | -4.7% | +16.1% | +9.8% |
| 30D | -7.4% | -17.1% | +9.6% | -12.2% |
| 3M | -24.5% | -39.9% | +15.4% | -33.1% |
| 6M | +128.7% | -66.9% | +195.5% | +78.4% |
| YTD | +139.3% | -50.1% | +189.4% | +115.9% |
| 1Y | +88.0% | -68.3% | +156.3% | +54.8% |
| All | +311.3% | -94.6% | +405.9% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling