+1,525.1%
JBL vs UVXY
-100.0%
+1,625.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.8% | +11.8% | +3.9% |
| 7D | +2.4% | +2.8% | -0.4% | +3.1% |
| 30D | -13.1% | -11.4% | -1.7% | -14.7% |
| 3M | -15.6% | -41.5% | +25.9% | -22.1% |
| 6M | +24.6% | -61.0% | +85.6% | +9.7% |
| YTD | +39.6% | -49.8% | +89.4% | +31.3% |
| 1Y | +48.6% | -66.4% | +115.1% | +33.3% |
| 3Y | +197.3% | -94.8% | +292.0% | +147.7% |
| 5Y | +413.0% | -99.7% | +512.7% | +218.4% |
| All | +1,525.1% | -100.0% | +1,625.1% | +607.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling