+963.6%
JCI vs UVXY
-100.0%
+1,063.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -0.7% |
| 7D | +4.1% | +2.3% | +1.8% | +4.3% |
| 30D | -3.8% | -15.0% | +11.2% | -5.5% |
| 3M | -1.6% | -39.8% | +38.2% | -6.3% |
| 6M | +9.5% | -60.0% | +69.6% | +1.0% |
| YTD | +21.7% | -48.8% | +70.6% | +16.7% |
| 1Y | +37.1% | -67.3% | +104.4% | +26.8% |
| 3Y | +165.2% | -94.8% | +260.0% | +134.2% |
| 5Y | +110.3% | -99.7% | +210.0% | +57.0% |
| 10Y | +341.0% | -100.0% | +441.0% | +144.2% |
| All | +963.6% | -100.0% | +1,063.6% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling