+296.5%
O vs UVXY
-100.0%
+396.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.3% |
| 7D | -2.3% | +2.3% | -4.5% | -2.1% |
| 30D | -2.4% | -15.0% | +12.6% | -3.4% |
| 3M | -0.6% | -39.8% | +39.2% | -3.5% |
| 6M | -5.0% | -60.0% | +55.0% | -9.7% |
| YTD | +10.4% | -48.8% | +59.2% | +7.3% |
| 1Y | +6.6% | -67.3% | +73.9% | +1.3% |
| 3Y | +28.4% | -94.8% | +123.2% | +16.5% |
| 5Y | +15.3% | -99.7% | +115.0% | -7.6% |
| 10Y | +55.3% | -100.0% | +155.3% | +2.1% |
| All | +296.5% | -100.0% | +396.5% | +60.8% |
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