+1,420.2%
MAR vs UVXY
-100.0%
+1,520.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +1.2% |
| 7D | -0.5% | +2.3% | -2.8% | -0.2% |
| 30D | -4.7% | -15.0% | +10.4% | -6.6% |
| 3M | -15.6% | -39.8% | +24.2% | -20.5% |
| 6M | +1.2% | -60.0% | +61.3% | -8.2% |
| YTD | +7.5% | -48.8% | +56.3% | +2.2% |
| 1Y | +26.6% | -67.3% | +93.9% | +15.1% |
| 3Y | +66.0% | -94.8% | +160.8% | +41.4% |
| 5Y | +154.1% | -99.7% | +253.8% | +74.9% |
| 10Y | +441.9% | -100.0% | +541.9% | +161.5% |
| All | +1,420.2% | -100.0% | +1,520.2% | +175.7% |
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