-12.1%
DOW vs UVXY
-100.0%
+87.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -3.1% |
| 7D | -1.4% | +2.8% | -4.2% | -0.9% |
| 30D | -3.9% | -11.4% | +7.4% | -5.6% |
| 3M | -12.7% | -41.5% | +28.8% | -19.4% |
| 6M | -13.7% | -61.0% | +47.4% | -24.8% |
| YTD | +28.4% | -49.8% | +78.2% | +18.9% |
| 1Y | +21.8% | -66.4% | +88.2% | +7.7% |
| 3Y | -35.7% | -94.8% | +59.1% | -48.2% |
| 5Y | -36.8% | -99.7% | +62.9% | -63.7% |
| All | -12.1% | -100.0% | +87.9% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling