+54.8%
ON vs UVXY
-70.9%
+125.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.2% |
| 7D | +2.4% | -5.0% | +7.4% | +1.0% |
| 30D | -3.3% | -20.5% | +17.2% | -9.3% |
| 3M | -43.6% | -36.6% | -7.0% | -48.9% |
| 6M | +19.0% | -56.9% | +75.9% | +1.2% |
| YTD | +37.4% | -51.2% | +88.6% | +21.9% |
| 1Y | +54.8% | -69.8% | +124.5% | +31.5% |
| All | +54.8% | -70.9% | +125.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling