+62.9%
KO vs UVXY
-94.4%
+157.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.8% | +0.3% |
| 7D | -1.1% | +11.0% | -12.1% | -1.1% |
| 30D | +1.6% | -8.8% | +10.3% | +1.5% |
| 3M | +5.8% | -41.9% | +47.7% | +5.6% |
| 6M | +14.3% | -61.2% | +75.5% | +13.8% |
| YTD | +27.3% | -46.2% | +73.5% | +27.0% |
| 1Y | +33.2% | -65.2% | +98.4% | +32.6% |
| All | +62.9% | -94.4% | +157.4% | +54.8% |
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