+11.9%
COST vs UVXY
-70.8%
+82.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -14.1% | +16.8% | +2.9% |
| 7D | +6.6% | -6.3% | +12.9% | +6.7% |
| 30D | +13.5% | -2.7% | +16.2% | +13.4% |
| 3M | +10.6% | -29.9% | +40.5% | +11.0% |
| 6M | +3.6% | -56.5% | +60.1% | +4.2% |
| YTD | +22.1% | -54.8% | +76.9% | +22.3% |
| 1Y | +11.9% | -70.5% | +82.4% | +12.3% |
| All | +11.9% | -70.8% | +82.7% | +12.3% |
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