+413.7%
JBL vs UVXY
-99.7%
+513.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.8% | +11.8% | +3.8% |
| 7D | +2.4% | +2.8% | -0.4% | +3.1% |
| 30D | -13.1% | -11.4% | -1.7% | -14.8% |
| 3M | -15.6% | -41.5% | +25.9% | -22.5% |
| 6M | +24.6% | -61.0% | +85.6% | +8.8% |
| YTD | +39.6% | -49.8% | +89.4% | +30.7% |
| 1Y | +48.6% | -66.4% | +115.1% | +32.4% |
| 3Y | +197.3% | -94.8% | +292.0% | +143.8% |
| All | +413.7% | -99.7% | +513.4% | +191.4% |
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