+672.1%
C vs UVXY
-100.0%
+772.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | +3.6% | -5.0% | +8.6% | +2.8% |
| 30D | +0.1% | -20.5% | +20.6% | -3.5% |
| 3M | +2.4% | -36.6% | +39.0% | -3.7% |
| 6M | +24.9% | -56.9% | +81.9% | +13.1% |
| YTD | +19.8% | -51.2% | +71.0% | +12.2% |
| 1Y | +44.9% | -69.8% | +114.6% | +28.1% |
| 3Y | +263.0% | -95.1% | +358.0% | +201.0% |
| 5Y | +129.5% | -99.7% | +229.2% | +46.9% |
| 10Y | +291.6% | -100.0% | +391.6% | +61.0% |
| All | +672.1% | -100.0% | +772.1% | -29.3% |
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