+29.2%
DOW vs UVXY
-70.9%
+100.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | -2.4% | -5.0% | +2.6% | -2.5% |
| 30D | +0.4% | -20.5% | +20.9% | -0.1% |
| 3M | -14.4% | -36.6% | +22.2% | -15.2% |
| 6M | -7.0% | -56.9% | +49.9% | -7.3% |
| YTD | +30.2% | -51.2% | +81.4% | +34.8% |
| 1Y | +29.2% | -69.8% | +99.0% | +25.2% |
| All | +29.2% | -70.9% | +100.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling