+50.5%
COP vs UVXY
-66.8%
+117.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | +0.4% |
| 7D | +2.3% | +2.8% | -0.5% | +2.2% |
| 30D | +8.6% | -11.4% | +20.0% | +9.0% |
| 3M | +19.9% | -41.5% | +61.4% | +21.1% |
| 6M | +19.0% | -61.0% | +80.1% | +20.9% |
| YTD | +50.0% | -49.8% | +99.8% | +55.8% |
| 1Y | +50.5% | -66.4% | +117.0% | +55.3% |
| All | +50.5% | -66.8% | +117.4% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling