+431.5%
LIN vs UVXY
-100.0%
+531.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +1.1% |
| 7D | +2.1% | -22.1% | +24.2% | -0.2% |
| 30D | +6.8% | +8.2% | -1.4% | +9.2% |
| 3M | +10.4% | -12.3% | +22.7% | +10.6% |
| 6M | +3.2% | -51.0% | +54.2% | -2.4% |
| YTD | +24.6% | -49.9% | +74.5% | +20.5% |
| 1Y | +24.4% | -67.7% | +92.1% | +15.0% |
| 3Y | +36.7% | -94.1% | +130.8% | +19.0% |
| 5Y | +67.0% | -99.5% | +166.5% | +21.9% |
| All | +431.5% | -100.0% | +531.5% | +206.7% |
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