+32.7%
KO vs UVXY
-70.9%
+103.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.8% | -5.0% | +3.2% | -1.7% |
| 30D | +1.4% | -20.5% | +22.0% | +1.7% |
| 3M | +15.4% | -36.6% | +52.0% | +16.1% |
| 6M | +14.3% | -56.9% | +71.2% | +14.3% |
| YTD | +27.7% | -51.2% | +78.9% | +27.0% |
| 1Y | +32.7% | -69.8% | +102.5% | +30.5% |
| All | +32.7% | -70.9% | +103.6% | +30.5% |
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 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