+23.7%
JBL vs UVXY
-70.8%
+94.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -14.1% | +9.3% | -8.6% |
| 7D | -11.1% | -6.3% | -4.8% | -12.1% |
| 30D | -14.1% | -2.7% | -11.4% | -13.4% |
| 3M | -23.9% | -29.9% | +6.0% | -29.3% |
| 6M | -24.1% | -56.5% | +32.4% | -36.2% |
| YTD | +13.5% | -54.8% | +68.3% | +1.2% |
| 1Y | +23.7% | -70.5% | +94.3% | -0.9% |
| All | +23.7% | -70.8% | +94.5% | -0.9% |
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 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