+12,004.9%
AXON vs UVXY
-100.0%
+12,104.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.1% |
| 7D | -14.2% | -5.0% | -9.2% | -14.7% |
| 30D | -15.4% | -20.5% | +5.1% | -17.9% |
| 3M | +0.5% | -36.6% | +37.1% | -4.6% |
| 6M | -9.5% | -56.9% | +47.4% | -16.9% |
| YTD | -9.2% | -51.2% | +42.0% | -14.3% |
| 1Y | -29.4% | -69.8% | +40.4% | -36.5% |
| 3Y | +139.4% | -95.1% | +234.5% | +102.5% |
| 5Y | +178.9% | -99.7% | +278.6% | +91.7% |
| 10Y | +1,840.8% | -100.0% | +1,940.8% | +850.1% |
| All | +12,004.9% | -100.0% | +12,104.9% | +2,889.2% |
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