+1,311.4%
DE vs UVXY
-100.0%
+1,411.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.7% |
| 7D | -2.4% | +11.0% | -13.4% | -1.2% |
| 30D | +9.7% | -8.8% | +18.5% | +8.7% |
| 3M | +21.4% | -41.9% | +63.3% | +15.2% |
| 6M | +15.0% | -61.2% | +76.2% | +5.8% |
| YTD | +46.4% | -46.2% | +92.6% | +41.0% |
| 1Y | +45.6% | -65.2% | +110.8% | +35.2% |
| 3Y | +76.8% | -94.6% | +171.3% | +54.3% |
| 5Y | +99.4% | -99.7% | +199.1% | +43.3% |
| 10Y | +864.6% | -100.0% | +964.6% | +428.2% |
| All | +1,311.4% | -100.0% | +1,411.4% | +242.6% |
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