+59.7%
GDXJ vs UVXY
-70.9%
+130.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.3% |
| 7D | +0.2% | -5.0% | +5.2% | -0.8% |
| 30D | +17.9% | -20.5% | +38.4% | +12.6% |
| 3M | +15.3% | -36.6% | +51.9% | +7.1% |
| 6M | -9.4% | -56.9% | +47.5% | -19.5% |
| YTD | +13.4% | -51.2% | +64.6% | +2.7% |
| 1Y | +59.7% | -69.8% | +129.4% | +41.7% |
| All | +59.7% | -70.9% | +130.5% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling