+1,139.1%
PSX vs UVXY
-100.0%
+1,239.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.9% |
| 7D | +1.8% | +2.3% | -0.5% | +2.1% |
| 30D | +21.6% | -15.0% | +36.7% | +19.3% |
| 3M | +46.5% | -39.8% | +86.3% | +38.4% |
| 6M | +62.0% | -60.0% | +122.0% | +46.8% |
| YTD | +106.3% | -48.8% | +155.2% | +94.9% |
| 1Y | +103.0% | -67.3% | +170.3% | +83.7% |
| 3Y | +135.5% | -94.8% | +230.4% | +100.2% |
| 5Y | +368.5% | -99.7% | +468.2% | +220.8% |
| 10Y | +386.6% | -100.0% | +486.6% | +132.3% |
| All | +1,139.1% | -100.0% | +1,239.1% | +233.4% |
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