+1.3%
MAR vs UVXY
-58.6%
+59.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | +0.1% |
| 7D | -2.1% | +11.0% | -13.1% | -0.4% |
| 30D | -5.7% | -8.8% | +3.1% | -6.9% |
| 3M | -14.6% | -41.9% | +27.3% | -21.2% |
| 6M | +1.3% | -61.2% | +62.5% | -12.5% |
| All | +1.3% | -58.6% | +59.9% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling