-13.3%
BKNG vs UVXY
-57.3%
+44.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +45.4% | -46.7% | +4.1% |
| 7D | +12.2% | +41.0% | -28.8% | +18.1% |
| 30D | +7.0% | +46.9% | -39.9% | +13.5% |
| 3M | -18.3% | +7.0% | -25.3% | -17.0% |
| 6M | +1.1% | -37.0% | +38.1% | -3.7% |
| YTD | -20.7% | -34.3% | +13.6% | -20.0% |
| 1Y | -13.3% | -54.8% | +41.4% | -18.7% |
| All | -13.3% | -57.3% | +44.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling