+517.9%
LYB vs UVXY
-100.0%
+617.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.8% | -1.9% |
| 7D | +0.3% | +2.8% | -2.5% | +0.7% |
| 30D | +2.5% | -11.4% | +13.8% | +0.9% |
| 3M | +1.4% | -41.5% | +42.9% | -5.4% |
| 6M | -3.5% | -61.0% | +57.6% | -14.6% |
| YTD | +52.0% | -49.8% | +101.8% | +41.6% |
| 1Y | +22.1% | -66.4% | +88.5% | +9.2% |
| 3Y | -22.8% | -94.8% | +72.0% | -35.9% |
| 5Y | -3.4% | -99.7% | +96.3% | -38.3% |
| 10Y | +47.4% | -100.0% | +147.4% | -36.0% |
| All | +517.9% | -100.0% | +617.9% | -14.8% |
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