+71.2%
BKR vs UVXY
-94.8%
+166.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.3% |
| 7D | -7.0% | +2.8% | -9.8% | -6.6% |
| 30D | -8.1% | -11.4% | +3.2% | -9.2% |
| 3M | -6.6% | -41.5% | +34.9% | -11.6% |
| 6M | +0.9% | -61.0% | +61.9% | -7.7% |
| YTD | +31.1% | -49.8% | +80.9% | +25.2% |
| 1Y | +27.7% | -66.4% | +94.1% | +17.9% |
| 3Y | +71.2% | -94.8% | +166.0% | +55.0% |
| All | +71.2% | -94.8% | +166.0% | +55.0% |
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