+22.6%
D vs UVXY
-70.8%
+93.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -14.1% | +18.6% | +4.7% |
| 7D | +8.5% | -6.3% | +14.8% | +8.5% |
| 30D | +14.3% | -2.7% | +17.0% | +14.2% |
| 3M | +1.8% | -29.9% | +31.7% | +2.0% |
| 6M | +13.0% | -56.5% | +69.5% | +13.7% |
| YTD | +22.7% | -54.8% | +77.5% | +21.4% |
| 1Y | +22.6% | -70.5% | +93.1% | +23.0% |
| All | +22.6% | -70.8% | +93.4% | +23.0% |
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