+111.5%
NKE vs UVXY
-100.0%
+211.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.2% |
| 7D | -4.2% | +2.8% | -7.0% | -3.8% |
| 30D | -8.2% | -11.4% | +3.2% | -9.2% |
| 3M | -19.1% | -41.5% | +22.4% | -23.1% |
| 6M | -32.6% | -61.0% | +28.4% | -37.9% |
| YTD | -40.7% | -49.8% | +9.1% | -43.2% |
| 1Y | -48.9% | -66.4% | +17.6% | -52.5% |
| 3Y | -59.2% | -94.8% | +35.5% | -64.1% |
| 5Y | -75.3% | -99.7% | +24.4% | -81.7% |
| 10Y | -23.1% | -100.0% | +76.9% | -56.1% |
| All | +111.5% | -100.0% | +211.5% | -31.3% |
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