+113.4%
CSCO vs UVXY
-99.6%
+213.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.3% |
| 7D | -1.1% | +11.0% | -12.1% | 0.0% |
| 30D | -10.8% | -8.8% | -2.0% | -11.5% |
| 3M | -9.2% | -41.9% | +32.7% | -13.5% |
| 6M | +39.5% | -61.2% | +100.7% | +29.3% |
| YTD | +41.5% | -46.2% | +87.7% | +37.0% |
| 1Y | +61.0% | -65.2% | +126.2% | +51.0% |
| 3Y | +105.2% | -94.6% | +199.8% | +81.4% |
| 5Y | +113.4% | -99.7% | +213.1% | +53.9% |
| All | +113.4% | -99.6% | +213.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling