+193.5%
BP vs UVXY
-100.0%
+293.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.2% | +2.7% |
| 7D | +0.9% | -4.7% | +5.7% | +0.4% |
| 30D | +9.1% | -17.1% | +26.2% | +7.0% |
| 3M | +3.9% | -39.9% | +43.8% | -1.1% |
| 6M | +13.6% | -66.9% | +80.5% | +2.5% |
| YTD | +34.0% | -50.1% | +84.1% | +27.4% |
| 1Y | +39.2% | -68.3% | +107.5% | +27.4% |
| 3Y | +36.4% | -95.0% | +131.4% | +17.1% |
| 5Y | +135.8% | -99.7% | +235.5% | +67.9% |
| 10Y | +125.0% | -100.0% | +225.0% | +19.6% |
| All | +193.5% | -100.0% | +293.5% | -25.9% |
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 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