-9.9%
IR vs UVXY
-66.8%
+56.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.4% |
| 7D | -4.5% | +2.8% | -7.3% | -3.9% |
| 30D | -13.9% | -11.4% | -2.6% | -15.5% |
| 3M | -0.3% | -41.5% | +41.2% | -8.4% |
| 6M | -14.3% | -61.0% | +46.7% | -25.2% |
| YTD | -7.9% | -49.8% | +42.0% | -15.1% |
| 1Y | -9.9% | -66.4% | +56.5% | -19.6% |
| All | -9.9% | -66.8% | +56.9% | -19.6% |
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 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