+369.0%
LIN vs UVXY
-100.0%
+469.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.1% |
| 7D | -4.0% | +2.3% | -6.2% | -3.7% |
| 30D | -4.9% | -15.0% | +10.1% | -6.5% |
| 3M | -9.2% | -39.8% | +30.6% | -13.5% |
| 6M | -2.6% | -60.0% | +57.5% | -10.3% |
| YTD | +10.5% | -48.8% | +59.4% | +5.6% |
| 1Y | -0.1% | -67.3% | +67.2% | -8.0% |
| 3Y | +25.4% | -94.8% | +120.2% | +7.4% |
| 5Y | +59.7% | -99.7% | +159.4% | +11.6% |
| 10Y | +369.0% | -100.0% | +469.0% | +158.7% |
| All | +369.0% | -100.0% | +469.0% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling