+28.4%
NOC vs UVXY
-94.8%
+123.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | 0.0% |
| 7D | +0.8% | +2.8% | -2.0% | +0.8% |
| 30D | -9.7% | -11.4% | +1.7% | -9.7% |
| 3M | -5.6% | -41.5% | +35.9% | -5.7% |
| 6M | -28.6% | -61.0% | +32.5% | -28.6% |
| YTD | -7.9% | -49.8% | +42.0% | -7.9% |
| 1Y | -9.5% | -66.4% | +56.9% | -9.6% |
| 3Y | +28.4% | -94.8% | +123.1% | +31.0% |
| All | +28.4% | -94.8% | +123.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling