-8.1%
PATH vs UVXY
-56.3%
+48.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | -0.3% |
| 7D | -5.3% | +19.4% | -24.7% | -3.0% |
| 30D | -0.5% | +42.6% | -43.1% | +3.8% |
| 3M | -7.1% | +7.1% | -14.2% | -5.0% |
| 6M | +23.8% | -36.5% | +60.4% | +22.0% |
| YTD | -20.7% | -35.8% | +15.1% | -18.0% |
| 1Y | -8.1% | -58.4% | +50.4% | -13.2% |
| All | -8.1% | -56.3% | +48.2% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling