+624.6%
LIN vs UVXY
-100.0%
+724.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | +2.0% | -3.3% | +5.3% | +2.7% |
| 30D | +7.9% | +12.0% | -4.1% | +10.4% |
| 3M | +6.3% | -15.5% | +21.8% | +6.1% |
| 6M | +6.5% | -49.4% | +55.9% | +1.7% |
| YTD | +23.6% | -49.1% | +72.7% | +20.1% |
| 1Y | +25.7% | -63.7% | +89.4% | +18.7% |
| 3Y | +35.6% | -94.1% | +129.7% | +20.5% |
| 5Y | +65.9% | -99.6% | +165.4% | +27.2% |
| 10Y | +412.1% | -100.0% | +512.1% | +200.9% |
| All | +624.6% | -100.0% | +724.6% | +109.3% |
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