-1.4%
LOW vs UVXY
-70.8%
+69.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -14.1% | +21.6% | +6.1% |
| 7D | +15.6% | -6.3% | +21.9% | +15.1% |
| 30D | +28.6% | -2.7% | +31.3% | +28.6% |
| 3M | +5.8% | -29.9% | +35.8% | +2.4% |
| 6M | +3.8% | -56.5% | +60.3% | -4.3% |
| YTD | -2.8% | -54.8% | +52.0% | -9.1% |
| 1Y | -1.4% | -70.5% | +69.1% | -10.6% |
| All | -1.4% | -70.8% | +69.4% | -10.6% |
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