+2,490.2%
NVDL vs UVXY
-99.0%
+2,589.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -3.2% |
| 7D | -10.3% | +2.8% | -13.1% | -9.0% |
| 30D | -7.1% | -11.4% | +4.2% | -11.1% |
| 3M | +6.6% | -41.5% | +48.1% | -12.0% |
| 6M | +21.1% | -61.0% | +82.1% | -11.2% |
| YTD | +15.2% | -49.8% | +65.1% | +0.5% |
| 1Y | +18.8% | -66.4% | +85.2% | -8.0% |
| 3Y | +649.9% | -94.8% | +744.7% | +506.8% |
| All | +2,490.2% | -99.0% | +2,589.1% | +1,042.0% |
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