+963.5%
CSCO vs UVXY
-100.0%
+1,063.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.3% |
| 7D | -1.1% | +11.0% | -12.1% | +0.1% |
| 30D | -10.8% | -8.8% | -2.0% | -11.5% |
| 3M | -9.2% | -41.9% | +32.7% | -13.8% |
| 6M | +39.5% | -61.2% | +100.7% | +28.6% |
| YTD | +41.5% | -46.2% | +87.7% | +36.6% |
| 1Y | +61.0% | -65.2% | +126.2% | +50.1% |
| 3Y | +105.2% | -94.6% | +199.8% | +80.7% |
| 5Y | +113.4% | -99.7% | +213.1% | +55.2% |
| 10Y | +368.7% | -100.0% | +468.7% | +153.9% |
| All | +963.5% | -100.0% | +1,063.5% | +172.9% |
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 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