+32.3%
DIS vs UVXY
-94.4%
+126.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +2.1% |
| 7D | -1.3% | +11.0% | -12.3% | -0.2% |
| 30D | +2.2% | -8.8% | +11.0% | +1.4% |
| 3M | +8.1% | -41.9% | +50.0% | +2.9% |
| 6M | +5.2% | -61.2% | +66.4% | -2.8% |
| YTD | -6.3% | -46.2% | +39.9% | -9.6% |
| 1Y | -7.3% | -65.2% | +57.9% | -13.4% |
| All | +32.3% | -94.4% | +126.7% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling