+99.6%
PSX vs UVXY
-70.9%
+170.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +4.5% | -5.0% | +9.5% | +4.6% |
| 30D | +26.6% | -20.5% | +47.1% | +27.2% |
| 3M | +39.3% | -36.6% | +75.8% | +40.3% |
| 6M | +56.8% | -56.9% | +113.7% | +60.3% |
| YTD | +101.8% | -51.2% | +153.0% | +108.0% |
| 1Y | +99.6% | -69.8% | +169.4% | +102.7% |
| All | +99.6% | -70.9% | +170.5% | +102.7% |
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