+1,093.8%
NUE vs UVXY
-100.0%
+1,193.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.3% | +0.6% |
| 7D | -0.6% | +2.8% | -3.4% | -0.2% |
| 30D | -4.6% | -11.4% | +6.8% | -5.9% |
| 3M | -0.3% | -41.5% | +41.2% | -6.6% |
| 6M | +51.9% | -61.0% | +112.9% | +36.9% |
| YTD | +60.0% | -49.8% | +109.8% | +51.4% |
| 1Y | +82.9% | -66.4% | +149.3% | +66.6% |
| 3Y | +66.0% | -94.8% | +160.7% | +41.6% |
| 5Y | +149.0% | -99.7% | +248.6% | +69.7% |
| 10Y | +588.3% | -100.0% | +688.3% | +231.3% |
| All | +1,093.8% | -100.0% | +1,193.8% | +127.7% |
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