+152.5%
JPM vs UVXY
-99.7%
+252.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.5% | -0.1% |
| 7D | -0.7% | +2.8% | -3.5% | -0.3% |
| 30D | -2.5% | -11.4% | +8.9% | -3.8% |
| 3M | +14.1% | -41.5% | +55.7% | +7.5% |
| 6M | +25.1% | -61.0% | +86.1% | +13.6% |
| YTD | +12.1% | -49.8% | +62.0% | +6.6% |
| 1Y | +18.8% | -66.4% | +85.3% | +9.1% |
| 3Y | +163.4% | -94.8% | +258.2% | +125.5% |
| All | +152.5% | -99.7% | +252.2% | +66.9% |
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 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