+2,557.6%
GOOGL vs UVXY
-100.0%
+2,657.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.0% |
| 7D | -1.9% | +2.3% | -4.1% | -1.6% |
| 30D | -7.5% | -15.0% | +7.6% | -9.2% |
| 3M | -9.2% | -39.8% | +30.6% | -13.9% |
| 6M | +8.1% | -60.0% | +68.1% | -1.1% |
| YTD | +5.8% | -48.8% | +54.7% | +1.1% |
| 1Y | +38.3% | -67.3% | +105.6% | +26.9% |
| 3Y | +144.8% | -94.8% | +239.6% | +112.2% |
| 5Y | +132.5% | -99.7% | +232.2% | +66.8% |
| 10Y | +746.7% | -100.0% | +846.7% | +353.6% |
| All | +2,557.6% | -100.0% | +2,657.6% | +688.6% |
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