+135.4%
AXON vs UVXY
-95.1%
+230.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.7% |
| 7D | -2.5% | -4.7% | +2.2% | -3.1% |
| 30D | -11.5% | -17.1% | +5.6% | -13.6% |
| 3M | +7.3% | -39.9% | +47.2% | +1.0% |
| 6M | -11.9% | -66.9% | +54.9% | -22.0% |
| YTD | -11.0% | -50.1% | +39.1% | -15.7% |
| 1Y | -31.8% | -68.3% | +36.6% | -38.0% |
| 3Y | +135.4% | -95.0% | +230.4% | +93.4% |
| All | +135.4% | -95.1% | +230.5% | +93.4% |
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 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