-8.1%
LOW vs UVXY
-37.4%
+29.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-09 to 2026-09-09.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -0.9% |
| 7D | -0.6% | +2.3% | -2.9% | -0.4% |
| 30D | -9.3% | -15.0% | +5.8% | -10.3% |
| 3M | -8.1% | -39.8% | +31.7% | -11.5% |
| All | -8.1% | -37.4% | +29.3% | -11.5% |
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 2026-06-09 to 2026-09-09: 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…
2026-06-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling