+14,546.7%
NVDA vs UVXY
-100.0%
+14,646.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.7% | -1.7% |
| 7D | -5.1% | +2.8% | -7.9% | -4.4% |
| 30D | -2.5% | -11.4% | +8.9% | -4.9% |
| 3M | +6.7% | -41.5% | +48.2% | -4.4% |
| 6M | +17.6% | -61.0% | +78.7% | -1.6% |
| YTD | +17.3% | -49.8% | +67.2% | +7.3% |
| 1Y | +23.5% | -66.4% | +89.9% | +5.4% |
| 3Y | +384.6% | -94.8% | +479.4% | +282.2% |
| 5Y | +875.4% | -99.7% | +975.1% | +438.9% |
| All | +14,546.7% | -100.0% | +14,646.7% | +4,853.4% |
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