+138.6%
NOK vs UVXY
-100.0%
+238.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.8% | +11.6% | +4.0% |
| 7D | +11.0% | +2.8% | +8.2% | +11.4% |
| 30D | +7.8% | -11.4% | +19.2% | +6.5% |
| 3M | -21.0% | -41.5% | +20.5% | -24.9% |
| 6M | +40.9% | -61.0% | +101.9% | +30.0% |
| YTD | +72.0% | -49.8% | +121.9% | +65.3% |
| 1Y | +140.9% | -66.4% | +207.4% | +124.0% |
| 3Y | +194.3% | -94.8% | +289.0% | +157.4% |
| 5Y | +112.5% | -99.7% | +212.2% | +53.0% |
| All | +138.6% | -100.0% | +238.6% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling