+1,216.5%
LOW vs UVXY
-100.0%
+1,316.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.5% |
| 7D | -2.6% | +11.0% | -13.7% | -1.5% |
| 30D | -11.1% | -8.8% | -2.4% | -11.9% |
| 3M | -8.5% | -41.9% | +33.4% | -13.1% |
| 6M | -20.8% | -61.2% | +40.3% | -27.1% |
| YTD | -17.2% | -46.2% | +29.0% | -20.2% |
| 1Y | -24.7% | -65.2% | +40.5% | -29.9% |
| 3Y | -9.7% | -94.6% | +84.8% | -21.0% |
| 5Y | +6.0% | -99.7% | +105.7% | -23.1% |
| 10Y | +230.5% | -100.0% | +330.5% | +82.8% |
| All | +1,216.5% | -100.0% | +1,316.5% | +339.8% |
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