+864.2%
EBAY vs UVXY
-100.0%
+964.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +2.0% |
| 7D | -0.8% | +11.0% | -11.8% | +0.2% |
| 30D | -0.6% | -8.8% | +8.2% | -1.5% |
| 3M | -1.0% | -41.9% | +40.9% | -5.7% |
| 6M | +16.3% | -61.2% | +77.5% | +7.6% |
| YTD | +21.7% | -46.2% | +67.9% | +17.5% |
| 1Y | +16.5% | -65.2% | +81.7% | +9.0% |
| 3Y | +154.2% | -94.6% | +248.7% | +123.8% |
| 5Y | +58.1% | -99.7% | +157.7% | +17.5% |
| 10Y | +273.5% | -100.0% | +373.5% | +104.6% |
| All | +864.2% | -100.0% | +964.2% | +131.3% |
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