+1,639.8%
JPM vs UVXY
-100.0%
+1,739.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.7% |
| 7D | -0.4% | +2.3% | -2.7% | -0.1% |
| 30D | -1.4% | -15.0% | +13.6% | -3.4% |
| 3M | +13.9% | -39.8% | +53.8% | +7.6% |
| 6M | +23.5% | -60.0% | +83.6% | +12.2% |
| YTD | +11.6% | -48.8% | +60.5% | +6.2% |
| 1Y | +21.4% | -67.3% | +88.7% | +10.7% |
| 3Y | +163.4% | -94.8% | +258.3% | +124.8% |
| 5Y | +152.5% | -99.7% | +252.2% | +73.4% |
| 10Y | +592.1% | -100.0% | +692.1% | +222.2% |
| All | +1,639.8% | -100.0% | +1,739.8% | +157.7% |
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 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