+14.3%
DIS vs UVXY
-49.9%
+64.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.8% |
| 7D | +1.9% | -22.1% | +24.0% | +0.9% |
| 30D | +9.2% | +8.2% | +1.0% | +9.9% |
| 3M | +13.5% | -12.3% | +25.9% | +13.0% |
| 6M | +14.3% | -51.0% | +65.3% | +11.1% |
| All | +14.3% | -49.9% | +64.2% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling