+99.6%
DE vs UVXY
-99.7%
+199.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -1.0% |
| 7D | -2.6% | +2.8% | -5.4% | -2.3% |
| 30D | +9.0% | -11.4% | +20.4% | +7.8% |
| 3M | +19.1% | -41.5% | +60.7% | +13.7% |
| 6M | +14.4% | -61.0% | +75.4% | +6.0% |
| YTD | +45.9% | -49.8% | +95.8% | +40.1% |
| 1Y | +43.6% | -66.4% | +110.0% | +33.8% |
| 3Y | +75.9% | -94.8% | +170.6% | +53.1% |
| All | +99.6% | -99.7% | +199.3% | +38.9% |
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