-78.0%
PATH vs UVXY
-99.9%
+21.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.3% | -16.5% |
| 7D | -16.3% | -5.0% | -11.3% | -17.1% |
| 30D | +9.9% | -20.5% | +30.4% | +5.1% |
| 3M | +30.2% | -36.6% | +66.7% | +20.1% |
| 6M | +37.2% | -56.9% | +94.1% | +19.4% |
| YTD | -7.3% | -51.2% | +43.9% | -16.0% |
| 1Y | +40.0% | -69.8% | +109.8% | +18.0% |
| 3Y | -4.4% | -95.1% | +90.7% | -26.9% |
| 5Y | -76.0% | -99.7% | +23.6% | -87.3% |
| All | -78.0% | -99.9% | +21.9% | -88.6% |
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 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