+512.9%
LUV vs UVXY
-100.0%
+612.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.6% |
| 7D | -1.0% | +2.8% | -3.8% | -0.5% |
| 30D | -12.4% | -11.4% | -1.0% | -13.6% |
| 3M | -11.0% | -41.5% | +30.5% | -16.1% |
| 6M | -5.0% | -61.0% | +56.1% | -13.3% |
| YTD | -3.8% | -49.8% | +46.1% | -8.0% |
| 1Y | +25.9% | -66.4% | +92.4% | +16.4% |
| 3Y | +42.2% | -94.8% | +137.0% | +24.4% |
| 5Y | -10.8% | -99.7% | +88.9% | -36.4% |
| 10Y | +19.0% | -100.0% | +119.0% | -38.4% |
| All | +512.9% | -100.0% | +612.9% | +66.9% |
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