+35.2%
IR vs UVXY
-99.7%
+134.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -1.6% |
| 7D | -1.9% | +2.3% | -4.2% | -1.5% |
| 30D | -15.0% | -15.0% | 0.0% | -17.2% |
| 3M | -0.4% | -39.8% | +39.4% | -7.3% |
| 6M | -15.0% | -60.0% | +45.0% | -24.6% |
| YTD | -7.1% | -48.8% | +41.8% | -12.5% |
| 1Y | -7.5% | -67.3% | +59.8% | -17.5% |
| 3Y | +6.3% | -94.8% | +101.1% | -12.2% |
| All | +35.2% | -99.7% | +134.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling