+599.0%
C vs UVXY
-100.0%
+699.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.5% |
| 7D | +4.2% | -22.1% | +26.2% | +0.6% |
| 30D | +2.0% | +8.2% | -6.2% | +5.9% |
| 3M | -10.1% | -12.3% | +2.2% | -9.5% |
| 6M | +1.0% | -51.0% | +52.0% | -6.2% |
| YTD | +8.5% | -49.9% | +58.4% | +4.8% |
| 1Y | +25.7% | -67.7% | +93.5% | +13.9% |
| 3Y | +216.0% | -94.1% | +310.1% | +172.1% |
| 5Y | +112.3% | -99.5% | +211.8% | +46.2% |
| 10Y | +217.8% | -100.0% | +317.8% | +36.7% |
| All | +599.0% | -100.0% | +699.0% | -33.9% |
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