+197.9%
NOK vs UVXY
-100.0%
+297.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -0.7% |
| 7D | +8.7% | +11.0% | -2.3% | +10.1% |
| 30D | +12.5% | -8.8% | +21.3% | +11.4% |
| 3M | -20.7% | -41.9% | +21.2% | -25.0% |
| 6M | +36.2% | -61.2% | +97.3% | +24.7% |
| YTD | +64.1% | -46.2% | +110.3% | +58.5% |
| 1Y | +132.4% | -65.2% | +197.6% | +115.5% |
| 3Y | +182.9% | -94.6% | +277.4% | +145.1% |
| 5Y | +102.8% | -99.7% | +202.5% | +42.6% |
| 10Y | +126.8% | -100.0% | +226.8% | +4.1% |
| All | +197.9% | -100.0% | +297.9% | -61.8% |
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 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