+22.6%
BROS vs UVXY
-99.7%
+122.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -1.5% |
| 7D | -6.6% | +2.3% | -8.9% | -6.2% |
| 30D | -12.3% | -15.0% | +2.7% | -14.9% |
| 3M | -22.2% | -39.8% | +17.6% | -29.0% |
| 6M | -14.3% | -60.0% | +45.8% | -26.2% |
| YTD | -26.6% | -48.8% | +22.3% | -31.9% |
| 1Y | -31.5% | -67.3% | +35.8% | -40.5% |
| 3Y | +62.3% | -94.8% | +157.1% | +26.5% |
| All | +22.6% | -99.7% | +122.2% | -33.6% |
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