+31.9%
DIS vs UVXY
-100.0%
+131.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +1.1% |
| 7D | +1.9% | -22.1% | +24.0% | -0.7% |
| 30D | +9.2% | +8.2% | +1.0% | +12.1% |
| 3M | +13.5% | -12.3% | +25.9% | +13.9% |
| 6M | +14.3% | -51.0% | +65.3% | +7.6% |
| YTD | +5.4% | -49.9% | +55.3% | +1.9% |
| 1Y | +12.2% | -67.7% | +79.9% | +3.1% |
| 3Y | +37.2% | -94.1% | +131.3% | +19.8% |
| 5Y | -23.1% | -99.5% | +76.4% | -43.6% |
| All | +31.9% | -100.0% | +131.9% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling