+902.4%
BKNG vs UVXY
-100.0%
+1,002.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.6% | +1.2% |
| 7D | -10.7% | +11.0% | -21.7% | -9.4% |
| 30D | -18.1% | -8.8% | -9.3% | -19.0% |
| 3M | +8.5% | -41.9% | +50.4% | +2.1% |
| 6M | -0.1% | -61.2% | +61.1% | -9.4% |
| YTD | -18.2% | -46.2% | +28.0% | -21.6% |
| 1Y | -19.9% | -65.2% | +45.3% | -26.1% |
| 3Y | +41.6% | -94.6% | +136.2% | +22.3% |
| 5Y | +93.1% | -99.7% | +192.8% | +35.5% |
| 10Y | +214.8% | -100.0% | +314.8% | +55.5% |
| All | +902.4% | -100.0% | +1,002.4% | +116.3% |
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