+101.6%
PSX vs UVXY
-66.8%
+168.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.1% | +0.5% |
| 7D | +1.7% | +2.8% | -1.1% | +1.6% |
| 30D | +15.6% | -11.4% | +27.0% | +15.9% |
| 3M | +46.5% | -41.5% | +88.0% | +47.5% |
| 6M | +55.0% | -61.0% | +116.1% | +57.0% |
| YTD | +105.3% | -49.8% | +155.1% | +111.4% |
| 1Y | +101.6% | -66.4% | +168.0% | +103.9% |
| All | +101.6% | -66.8% | +168.4% | +103.9% |
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