+59.8%
ON vs UVXY
-99.7%
+159.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -6.8% | +15.3% | +6.7% |
| 7D | +2.4% | +2.8% | -0.4% | +3.4% |
| 30D | -8.6% | -11.4% | +2.7% | -11.0% |
| 3M | -34.3% | -41.5% | +7.2% | -41.3% |
| 6M | +28.5% | -61.0% | +89.6% | +7.2% |
| YTD | +40.6% | -49.8% | +90.5% | +28.8% |
| 1Y | +55.3% | -66.4% | +121.8% | +32.9% |
| 3Y | -22.2% | -94.8% | +72.6% | -40.2% |
| All | +59.8% | -99.7% | +159.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling