-79.7%
PATH vs UVXY
-99.9%
+20.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.3% | -10.1% | -7.3% |
| 7D | -22.8% | -4.7% | -18.0% | -23.5% |
| 30D | -6.9% | -17.1% | +10.2% | -10.2% |
| 3M | +25.4% | -39.9% | +65.4% | +14.2% |
| 6M | +18.1% | -66.9% | +85.0% | -3.0% |
| YTD | -14.5% | -50.1% | +35.6% | -22.1% |
| 1Y | +18.7% | -68.3% | +87.1% | +1.1% |
| 3Y | -24.2% | -95.0% | +70.8% | -41.8% |
| 5Y | -75.2% | -99.7% | +24.5% | -86.8% |
| All | -79.7% | -99.9% | +20.2% | -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