+140.8%
LLY vs UVXY
-94.2%
+235.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.6% |
| 7D | +6.7% | -22.1% | +28.8% | +4.8% |
| 30D | +19.6% | +8.2% | +11.4% | +21.9% |
| 3M | +19.7% | -12.3% | +32.0% | +20.0% |
| 6M | +42.7% | -51.0% | +93.7% | +36.4% |
| YTD | +35.1% | -49.9% | +85.1% | +31.6% |
| 1Y | +42.2% | -67.7% | +109.9% | +33.4% |
| 3Y | +140.8% | -94.1% | +234.9% | +122.2% |
| All | +140.8% | -94.2% | +235.0% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling