+24.4%
LYB vs UVXY
-70.9%
+95.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -0.2% | -5.0% | +4.8% | -0.1% |
| 30D | +8.7% | -20.5% | +29.3% | +9.3% |
| 3M | -3.0% | -36.6% | +33.5% | -2.2% |
| 6M | +4.7% | -56.9% | +61.6% | +8.9% |
| YTD | +51.6% | -51.2% | +102.8% | +62.5% |
| 1Y | +24.4% | -69.8% | +94.1% | +24.5% |
| All | +24.4% | -70.9% | +95.2% | +24.5% |
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