+48.7%
LUNR vs UVXY
-99.5%
+148.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +4.9% | -2.9% |
| 7D | -3.1% | +2.8% | -5.9% | -2.6% |
| 30D | -15.3% | -11.4% | -4.0% | -16.7% |
| 3M | -53.2% | -41.5% | -11.7% | -56.3% |
| 6M | -22.2% | -61.0% | +38.8% | -29.8% |
| YTD | -11.6% | -49.8% | +38.3% | -16.1% |
| 1Y | +68.4% | -66.4% | +134.9% | +55.5% |
| 3Y | +216.8% | -94.8% | +311.5% | +190.0% |
| All | +48.7% | -99.5% | +148.2% | +56.5% |
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 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