+84.2%
JNJ vs UVXY
-99.7%
+183.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.4% |
| 7D | -3.5% | +2.8% | -6.3% | -3.5% |
| 30D | +2.3% | -11.4% | +13.7% | +2.1% |
| 3M | +12.0% | -41.5% | +53.5% | +11.1% |
| 6M | +10.5% | -61.0% | +71.5% | +8.9% |
| YTD | +30.4% | -49.8% | +80.2% | +29.4% |
| 1Y | +52.1% | -66.4% | +118.6% | +50.1% |
| 3Y | +77.8% | -94.8% | +172.6% | +70.7% |
| All | +84.2% | -99.7% | +183.9% | +63.7% |
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 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