-7.2%
JD vs UVXY
-94.7%
+87.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.2% |
| 7D | -3.0% | +2.3% | -5.3% | -2.7% |
| 30D | -19.3% | -15.0% | -4.3% | -20.6% |
| 3M | -6.0% | -39.8% | +33.8% | -10.2% |
| 6M | +1.8% | -60.0% | +61.8% | -5.8% |
| YTD | -2.6% | -48.8% | +46.3% | -6.4% |
| 1Y | -17.4% | -67.3% | +49.9% | -23.4% |
| All | -7.2% | -94.7% | +87.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling