-10.9%
DOW vs UVXY
-100.0%
+89.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.2% |
| 7D | -6.0% | +2.3% | -8.3% | -5.7% |
| 30D | -2.7% | -15.0% | +12.3% | -5.1% |
| 3M | -10.5% | -39.8% | +29.3% | -17.0% |
| 6M | -12.4% | -60.0% | +47.6% | -23.4% |
| YTD | +30.0% | -48.8% | +78.9% | +20.8% |
| 1Y | +27.8% | -67.3% | +95.1% | +12.6% |
| 3Y | -34.9% | -94.8% | +59.9% | -47.7% |
| 5Y | -35.9% | -99.7% | +63.8% | -62.7% |
| All | -10.9% | -100.0% | +89.0% | -55.8% |
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 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