+50.7%
O vs UVXY
-100.0%
+150.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -0.6% |
| 7D | -2.9% | +2.8% | -5.7% | -2.6% |
| 30D | -4.5% | -11.4% | +6.8% | -5.3% |
| 3M | -2.6% | -41.5% | +38.9% | -6.1% |
| 6M | -5.6% | -61.0% | +55.4% | -11.1% |
| YTD | +9.3% | -49.8% | +59.1% | +5.7% |
| 1Y | +4.3% | -66.4% | +70.7% | -1.4% |
| 3Y | +27.4% | -94.8% | +122.2% | +13.6% |
| 5Y | +17.1% | -99.7% | +116.7% | -12.0% |
| All | +50.7% | -100.0% | +150.7% | -12.0% |
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 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