+6.8%
IR vs UVXY
-94.4%
+101.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.8% | +0.1% |
| 7D | -3.1% | +11.0% | -14.1% | -1.5% |
| 30D | -14.0% | -8.8% | -5.2% | -15.1% |
| 3M | +3.7% | -41.9% | +45.6% | -3.6% |
| 6M | -15.4% | -61.2% | +45.8% | -24.6% |
| YTD | -7.7% | -46.2% | +38.5% | -12.2% |
| 1Y | -8.8% | -65.2% | +56.4% | -17.2% |
| All | +6.8% | -94.4% | +101.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling