+1,225.8%
NOC vs UVXY
-100.0%
+1,325.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.4% |
| 7D | -1.6% | +2.3% | -3.9% | -1.4% |
| 30D | -10.4% | -15.0% | +4.6% | -11.2% |
| 3M | -5.6% | -39.8% | +34.2% | -8.2% |
| 6M | -30.4% | -60.0% | +29.6% | -33.6% |
| YTD | -8.5% | -48.8% | +40.4% | -10.9% |
| 1Y | -8.3% | -67.3% | +59.0% | -12.7% |
| 3Y | +28.2% | -94.8% | +123.1% | +16.4% |
| 5Y | +56.7% | -99.7% | +156.4% | +24.4% |
| 10Y | +189.3% | -100.0% | +289.3% | +77.2% |
| All | +1,225.8% | -100.0% | +1,325.8% | +350.1% |
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