-81.2%
PATH vs UVXY
-99.8%
+18.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | -0.5% |
| 7D | -5.3% | +19.4% | -24.7% | -0.2% |
| 30D | -0.5% | +42.6% | -43.1% | +9.5% |
| 3M | -7.1% | +7.1% | -14.2% | -3.3% |
| 6M | +23.8% | -36.5% | +60.4% | +17.0% |
| YTD | -20.7% | -35.8% | +15.1% | -22.0% |
| 1Y | -8.1% | -58.4% | +50.4% | -17.0% |
| 3Y | -21.8% | -92.9% | +71.0% | -35.9% |
| 5Y | -76.8% | -99.4% | +22.6% | -86.5% |
| All | -81.2% | -99.8% | +18.7% | -89.4% |
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