+315.5%
ARM vs UVXY
-94.4%
+410.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.8% |
| 7D | +12.5% | +2.3% | +10.2% | +13.3% |
| 30D | -1.4% | -15.0% | +13.7% | -5.7% |
| 3M | -18.7% | -39.8% | +21.2% | -27.9% |
| 6M | +124.6% | -60.0% | +184.7% | +84.2% |
| YTD | +141.7% | -48.8% | +190.6% | +119.7% |
| 1Y | +87.7% | -67.3% | +155.0% | +56.0% |
| All | +315.5% | -94.4% | +410.0% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling