+1,842.0%
ASX vs UVXY
-100.0%
+1,942.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -3.4% |
| 7D | +22.1% | -26.5% | +48.6% | +17.9% |
| 30D | -23.8% | +8.8% | -32.6% | -19.7% |
| 3M | -7.6% | -14.7% | +7.0% | -5.4% |
| 6M | +6.9% | -51.5% | +58.4% | +3.6% |
| YTD | +127.7% | -51.7% | +179.4% | +126.6% |
| 1Y | +144.5% | -65.7% | +210.2% | +134.6% |
| 3Y | +377.8% | -94.4% | +472.2% | +340.4% |
| 5Y | +498.2% | -99.5% | +597.8% | +377.1% |
| 10Y | +962.7% | -100.0% | +1,062.7% | +536.7% |
| All | +1,842.0% | -100.0% | +1,942.0% | +505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling