+313.1%
DIS vs UVXY
-100.0%
+413.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -2.6% | -5.0% | +2.4% | -3.1% |
| 30D | +3.5% | -20.5% | +24.0% | +1.0% |
| 3M | +6.8% | -36.6% | +43.4% | +2.3% |
| 6M | +3.0% | -56.9% | +59.9% | -4.0% |
| YTD | -6.7% | -51.2% | +44.5% | -11.2% |
| 1Y | -10.1% | -69.8% | +59.7% | -17.8% |
| 3Y | +33.0% | -95.1% | +128.1% | +15.4% |
| 5Y | -40.0% | -99.7% | +59.7% | -56.1% |
| 10Y | +21.1% | -100.0% | +121.1% | -34.0% |
| All | +313.1% | -100.0% | +413.1% | -7.2% |
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