+606.1%
COST vs UVXY
-100.0%
+706.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.0% | -0.3% |
| 7D | -1.2% | +2.8% | -4.0% | -1.0% |
| 30D | -4.7% | -11.4% | +6.6% | -5.5% |
| 3M | -7.1% | -41.5% | +34.4% | -10.6% |
| 6M | -8.5% | -61.0% | +52.5% | -14.1% |
| YTD | +5.4% | -49.8% | +55.2% | +1.8% |
| 1Y | -5.6% | -66.4% | +60.8% | -11.1% |
| 3Y | +68.5% | -94.8% | +163.3% | +51.3% |
| 5Y | +105.2% | -99.7% | +204.9% | +59.1% |
| All | +606.1% | -100.0% | +706.1% | +366.7% |
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 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