+563.2%
LIN vs UVXY
-100.0%
+663.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -0.9% |
| 7D | -2.1% | -5.0% | +2.9% | -2.6% |
| 30D | -2.4% | -20.5% | +18.1% | -4.5% |
| 3M | -5.6% | -36.6% | +31.0% | -9.1% |
| 6M | -3.4% | -56.9% | +53.5% | -9.3% |
| YTD | +13.1% | -51.2% | +64.3% | +8.1% |
| 1Y | +2.5% | -69.8% | +72.2% | -5.6% |
| 3Y | +27.6% | -95.1% | +122.7% | +11.2% |
| 5Y | +63.0% | -99.7% | +162.7% | +20.9% |
| 10Y | +359.3% | -100.0% | +459.3% | +164.4% |
| All | +563.2% | -100.0% | +663.2% | +88.3% |
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