+338.5%
COP vs UVXY
-100.0%
+438.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.7% |
| 7D | +2.3% | +2.8% | -0.5% | +2.7% |
| 30D | +8.6% | -11.4% | +20.0% | +7.0% |
| 3M | +19.9% | -41.5% | +61.4% | +12.1% |
| 6M | +19.0% | -61.0% | +80.1% | +6.3% |
| YTD | +50.0% | -49.8% | +99.8% | +40.5% |
| 1Y | +50.5% | -66.4% | +117.0% | +35.4% |
| 3Y | +25.2% | -94.8% | +120.0% | +2.8% |
| 5Y | +194.3% | -99.7% | +294.0% | +82.3% |
| All | +338.5% | -100.0% | +438.5% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling