+1,046.6%
AXON vs UVXY
-100.0%
+1,146.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +3.3% |
| 7D | +0.8% | -22.1% | +22.8% | -2.7% |
| 30D | -22.8% | +8.2% | -30.9% | -19.6% |
| 3M | -48.8% | -12.3% | -36.4% | -48.2% |
| 6M | -16.3% | -51.0% | +34.7% | -21.8% |
| YTD | -44.5% | -49.9% | +5.5% | -46.2% |
| 1Y | -43.4% | -67.7% | +24.3% | -48.5% |
| 3Y | +44.3% | -94.1% | +138.4% | +22.9% |
| 5Y | +85.1% | -99.5% | +184.6% | +26.9% |
| All | +1,046.6% | -100.0% | +1,146.6% | +471.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling