+85.2%
COR vs UVXY
-94.4%
+179.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.7% |
| 7D | -4.8% | +11.0% | -15.9% | -4.8% |
| 30D | -3.7% | -8.8% | +5.1% | -3.7% |
| 3M | +14.3% | -41.9% | +56.2% | +14.4% |
| 6M | -8.5% | -61.2% | +52.7% | -8.5% |
| YTD | -4.4% | -46.2% | +41.8% | -4.5% |
| 1Y | +9.1% | -65.2% | +74.3% | +9.1% |
| All | +85.2% | -94.4% | +179.6% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling