+216.8%
LUNR vs UVXY
-94.8%
+311.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +4.9% | -3.8% |
| 7D | -3.1% | +2.8% | -5.9% | -2.2% |
| 30D | -15.3% | -11.4% | -4.0% | -18.0% |
| 3M | -53.2% | -41.5% | -11.7% | -59.1% |
| 6M | -22.2% | -61.0% | +38.8% | -36.4% |
| YTD | -11.6% | -49.8% | +38.3% | -20.1% |
| 1Y | +68.4% | -66.4% | +134.9% | +43.3% |
| 3Y | +216.8% | -94.8% | +311.5% | +155.4% |
| All | +216.8% | -94.8% | +311.6% | +155.4% |
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