+15.3%
BTDR vs UVXY
-99.7%
+115.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.2% | -11.7% | -5.2% |
| 7D | -3.2% | +11.0% | -14.2% | -0.6% |
| 30D | +32.7% | -8.8% | +41.5% | +30.7% |
| 3M | -28.4% | -41.9% | +13.5% | -35.2% |
| 6M | +51.7% | -61.2% | +112.9% | +30.9% |
| YTD | +2.9% | -46.2% | +49.1% | -1.4% |
| 1Y | -15.5% | -65.2% | +49.7% | -23.5% |
| 3Y | 0.0% | -94.6% | +94.6% | -7.9% |
| 5Y | +16.5% | -99.7% | +116.1% | +6.0% |
| All | +15.3% | -99.7% | +115.0% | +5.6% |
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