-85.1%
OPEN vs UVXY
-99.6%
+14.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.2% | -11.8% | -4.8% |
| 7D | -10.5% | +11.0% | -21.6% | -6.9% |
| 30D | -21.8% | -8.8% | -13.0% | -23.9% |
| 3M | -37.5% | -41.9% | +4.4% | -47.1% |
| 6M | -44.1% | -61.2% | +17.1% | -57.3% |
| YTD | -52.0% | -46.2% | -5.8% | -57.0% |
| 1Y | -52.2% | -65.2% | +13.0% | -61.1% |
| 3Y | -25.9% | -94.6% | +68.6% | -48.8% |
| 5Y | -85.1% | -99.7% | +14.6% | -94.3% |
| All | -85.1% | -99.6% | +14.6% | -94.3% |
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