+40.3%
BP vs UVXY
-94.8%
+135.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.3% |
| 7D | +5.2% | +2.8% | +2.4% | +5.4% |
| 30D | +8.7% | -11.4% | +20.1% | +8.0% |
| 3M | +9.3% | -41.5% | +50.9% | +6.3% |
| 6M | +13.6% | -61.0% | +74.6% | +8.3% |
| YTD | +37.7% | -49.8% | +87.5% | +34.6% |
| 1Y | +40.6% | -66.4% | +107.1% | +34.6% |
| 3Y | +40.3% | -94.8% | +135.1% | +35.0% |
| All | +40.3% | -94.8% | +135.2% | +35.0% |
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