+380.0%
COP vs UVXY
-100.0%
+480.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.4% |
| 7D | -0.5% | +2.3% | -2.8% | -0.2% |
| 30D | +11.7% | -15.0% | +26.7% | +9.6% |
| 3M | +17.7% | -39.8% | +57.5% | +11.1% |
| 6M | +18.3% | -60.0% | +78.4% | +7.1% |
| YTD | +49.1% | -48.8% | +97.9% | +40.7% |
| 1Y | +53.3% | -67.3% | +120.6% | +38.7% |
| 3Y | +22.2% | -94.8% | +117.0% | +2.6% |
| 5Y | +193.3% | -99.7% | +293.0% | +97.8% |
| 10Y | +340.2% | -100.0% | +440.2% | +113.1% |
| All | +380.0% | -100.0% | +480.0% | +18.4% |
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