+1,429.8%
COST vs UVXY
-100.0%
+1,529.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.3% |
| 7D | -2.5% | +11.0% | -13.5% | -1.8% |
| 30D | -4.4% | -8.8% | +4.3% | -5.0% |
| 3M | -8.1% | -41.9% | +33.8% | -11.3% |
| 6M | -9.2% | -61.2% | +51.9% | -14.4% |
| YTD | +5.1% | -46.2% | +51.3% | +2.3% |
| 1Y | -5.1% | -65.2% | +60.1% | -9.9% |
| 3Y | +70.4% | -94.6% | +164.9% | +55.2% |
| 5Y | +104.7% | -99.7% | +204.4% | +64.8% |
| 10Y | +608.8% | -100.0% | +708.8% | +365.6% |
| All | +1,429.8% | -100.0% | +1,529.8% | +584.2% |
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