-71.6%
OPEN vs UVXY
-100.0%
+28.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.8% |
| 7D | +1.0% | -4.7% | +5.7% | -0.6% |
| 30D | -11.9% | -17.1% | +5.2% | -17.0% |
| 3M | -28.8% | -39.9% | +11.2% | -38.5% |
| 6M | -38.6% | -66.9% | +28.3% | -54.7% |
| YTD | -47.3% | -50.1% | +2.8% | -53.8% |
| 1Y | -49.2% | -68.3% | +19.1% | -59.4% |
| 3Y | -18.8% | -95.0% | +76.2% | -42.4% |
| 5Y | -83.6% | -99.7% | +16.1% | -92.6% |
| All | -71.6% | -100.0% | +28.4% | -91.9% |
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