+141.3%
BP vs UVXY
-99.6%
+241.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.3% |
| 7D | +5.7% | +11.0% | -5.3% | +6.6% |
| 30D | +8.1% | -8.8% | +16.9% | +7.3% |
| 3M | +8.6% | -41.9% | +50.5% | +4.1% |
| 6M | +18.1% | -61.2% | +79.3% | +10.1% |
| YTD | +37.6% | -46.2% | +83.8% | +33.4% |
| 1Y | +39.4% | -65.2% | +104.6% | +31.0% |
| 3Y | +40.1% | -94.6% | +134.6% | +23.4% |
| 5Y | +141.3% | -99.7% | +241.0% | +70.9% |
| All | +141.3% | -99.6% | +241.0% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling