-74.2%
OPEN vs UVXY
-100.0%
+25.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -2.7% |
| 7D | -11.4% | +2.8% | -14.2% | -10.4% |
| 30D | -20.1% | -11.4% | -8.7% | -22.8% |
| 3M | -37.6% | -41.5% | +3.9% | -46.5% |
| 6M | -47.1% | -61.0% | +14.0% | -58.9% |
| YTD | -52.1% | -49.8% | -2.3% | -57.8% |
| 1Y | -73.5% | -66.4% | -7.0% | -78.4% |
| 3Y | -24.4% | -94.8% | +70.4% | -45.5% |
| 5Y | -85.1% | -99.7% | +14.6% | -93.4% |
| All | -74.2% | -100.0% | +25.8% | -92.6% |
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