+49.0%
LYB vs UVXY
-57.3%
+106.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +45.4% | -47.5% | -5.1% |
| 7D | -5.7% | +41.0% | -46.7% | -8.3% |
| 30D | +4.6% | +46.9% | -42.3% | +1.3% |
| 3M | +5.5% | +7.0% | -1.5% | +4.5% |
| 6M | -19.1% | -37.0% | +17.9% | -17.2% |
| YTD | +47.1% | -34.3% | +81.4% | +59.7% |
| 1Y | +49.0% | -54.8% | +103.8% | +55.5% |
| All | +49.0% | -57.3% | +106.3% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling