-40.7%
DIS vs UVXY
-99.6%
+58.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +2.2% |
| 7D | -1.3% | +11.0% | -12.3% | +0.1% |
| 30D | +2.2% | -8.8% | +11.0% | +1.2% |
| 3M | +8.1% | -41.9% | +50.0% | +1.8% |
| 6M | +5.2% | -61.2% | +66.4% | -4.6% |
| YTD | -6.3% | -46.2% | +39.9% | -10.3% |
| 1Y | -7.3% | -65.2% | +57.9% | -14.9% |
| 3Y | +33.8% | -94.6% | +128.4% | +12.4% |
| 5Y | -40.7% | -99.7% | +59.0% | -63.3% |
| All | -40.7% | -99.6% | +58.9% | -63.3% |
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