+117.0%
AXP vs UVXY
-93.1%
+210.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.6% |
| 7D | +0.6% | +19.4% | -18.8% | +4.5% |
| 30D | +5.8% | +42.6% | -36.7% | +13.5% |
| 3M | -6.0% | +7.1% | -13.1% | -3.4% |
| 6M | +0.3% | -36.5% | +36.8% | -3.8% |
| YTD | -12.3% | -35.8% | +23.5% | -12.8% |
| 1Y | -11.2% | -58.4% | +47.2% | -17.0% |
| 3Y | +117.0% | -92.9% | +209.9% | +95.5% |
| All | +117.0% | -93.1% | +210.1% | +95.5% |
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