+193.3%
B vs UVXY
-94.8%
+288.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.3% |
| 7D | +2.3% | -4.7% | +7.0% | +2.0% |
| 30D | +1.4% | -17.1% | +18.4% | 0.0% |
| 3M | +12.2% | -39.9% | +52.1% | +8.7% |
| 6M | -2.1% | -66.9% | +64.7% | -7.9% |
| YTD | +2.9% | -50.1% | +53.0% | -0.2% |
| 1Y | +55.3% | -68.3% | +123.6% | +47.7% |
| All | +193.3% | -94.8% | +288.1% | +190.0% |
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