+630.9%
INTC vs UVXY
-100.0%
+730.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +2.1% |
| 7D | +18.0% | +2.3% | +15.7% | +18.3% |
| 30D | +8.9% | -15.0% | +24.0% | +6.5% |
| 3M | -1.6% | -39.8% | +38.3% | -7.1% |
| 6M | +133.1% | -60.0% | +193.1% | +111.7% |
| YTD | +187.9% | -48.8% | +236.8% | +176.0% |
| 1Y | +334.7% | -67.3% | +402.0% | +299.6% |
| 3Y | +184.2% | -94.8% | +279.0% | +153.8% |
| 5Y | +116.0% | -99.7% | +215.7% | +58.0% |
| 10Y | +270.0% | -100.0% | +370.0% | +100.5% |
| All | +630.9% | -100.0% | +730.9% | +108.0% |
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