+497.0%
NVO vs UVXY
-100.0%
+597.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.6% | -2.7% |
| 7D | -7.6% | +2.8% | -10.4% | -7.3% |
| 30D | -6.0% | -11.4% | +5.4% | -6.8% |
| 3M | -0.8% | -41.5% | +40.7% | -4.5% |
| 6M | +16.5% | -61.0% | +77.5% | +9.6% |
| YTD | -11.1% | -49.8% | +38.7% | -13.7% |
| 1Y | -16.7% | -66.4% | +49.7% | -20.9% |
| 3Y | -52.9% | -94.8% | +41.9% | -57.1% |
| 5Y | -3.0% | -99.7% | +96.7% | -22.7% |
| 10Y | +147.1% | -100.0% | +247.1% | +54.6% |
| All | +497.0% | -100.0% | +597.0% | +96.7% |
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