-23.7%
PATH vs UVXY
-94.7%
+71.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +1.0% |
| 7D | -2.7% | +2.3% | -5.1% | -0.7% |
| 30D | -1.4% | +4.0% | -5.4% | +1.8% |
| 3M | -16.4% | -21.6% | +5.2% | -17.4% |
| 6M | +23.3% | -55.1% | +78.3% | +12.3% |
| YTD | -19.8% | -53.7% | +33.9% | -24.1% |
| 1Y | -8.6% | -66.7% | +58.2% | -17.8% |
| All | -23.7% | -94.7% | +71.0% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling