+57.3%
LLY vs UVXY
-70.8%
+128.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.1% | +14.7% | -0.2% |
| 7D | +10.1% | -6.3% | +16.4% | +9.8% |
| 30D | +24.0% | -2.7% | +26.7% | +24.1% |
| 3M | +27.3% | -29.9% | +57.2% | +24.5% |
| 6M | +47.0% | -56.5% | +103.5% | +38.4% |
| YTD | +32.6% | -54.8% | +87.4% | +26.1% |
| 1Y | +57.3% | -70.5% | +127.9% | +44.6% |
| All | +57.3% | -70.8% | +128.1% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling