-4.9%
LYB vs UVXY
-99.7%
+94.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.8% | -1.7% |
| 7D | +0.3% | +2.8% | -2.5% | +0.6% |
| 30D | +2.5% | -11.4% | +13.8% | +1.2% |
| 3M | +1.4% | -41.5% | +42.9% | -3.9% |
| 6M | -3.5% | -61.0% | +57.6% | -12.3% |
| YTD | +52.0% | -49.8% | +101.8% | +44.7% |
| 1Y | +22.1% | -66.4% | +88.5% | +12.1% |
| 3Y | -22.8% | -94.8% | +72.0% | -34.0% |
| All | -4.9% | -99.7% | +94.7% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling