-37.1%
DOW vs UVXY
-99.7%
+62.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -2.9% |
| 7D | -1.4% | +2.8% | -4.2% | -1.0% |
| 30D | -3.9% | -11.4% | +7.4% | -5.2% |
| 3M | -12.7% | -41.5% | +28.8% | -17.8% |
| 6M | -13.7% | -61.0% | +47.4% | -22.3% |
| YTD | +28.4% | -49.8% | +78.2% | +21.5% |
| 1Y | +21.8% | -66.4% | +88.2% | +11.1% |
| 3Y | -35.7% | -94.8% | +59.1% | -45.5% |
| All | -37.1% | -99.7% | +62.5% | -57.8% |
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