+4,531.9%
NFLX vs UVXY
-100.0%
+4,631.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -0.6% |
| 7D | -8.1% | +2.3% | -10.4% | -7.8% |
| 30D | -0.3% | -15.0% | +14.7% | -2.4% |
| 3M | -6.6% | -39.8% | +33.2% | -12.1% |
| 6M | -22.7% | -60.0% | +37.4% | -30.2% |
| YTD | -18.9% | -48.8% | +29.9% | -23.5% |
| 1Y | -39.8% | -67.3% | +27.5% | -45.8% |
| 3Y | +71.7% | -94.8% | +166.5% | +43.5% |
| 5Y | +27.2% | -99.7% | +126.9% | -13.7% |
| 10Y | +687.9% | -100.0% | +787.9% | +265.0% |
| All | +4,531.9% | -100.0% | +4,631.9% | +745.0% |
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