-18.5%
JD vs UVXY
-66.8%
+48.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.5% |
| 7D | -4.2% | +2.8% | -7.0% | -4.0% |
| 30D | -14.4% | -11.4% | -3.0% | -15.3% |
| 3M | -3.6% | -41.5% | +37.9% | -7.9% |
| 6M | -0.3% | -61.0% | +60.7% | -8.1% |
| YTD | -2.4% | -49.8% | +47.5% | -5.1% |
| 1Y | -18.5% | -66.4% | +47.9% | -22.9% |
| All | -18.5% | -66.8% | +48.3% | -22.9% |
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