-12.4%
DOW vs UVXY
-66.5%
+54.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -6.0% | +2.3% | -8.3% | -6.4% |
| 30D | -2.7% | -15.0% | +12.3% | +0.2% |
| 3M | -10.5% | -39.8% | +29.3% | -2.3% |
| 6M | -12.4% | -60.0% | +47.6% | +3.1% |
| All | -12.4% | -66.5% | +54.1% | +3.1% |
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