+338.5%
RF vs UVXY
-100.0%
+438.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.2% |
| 7D | -0.1% | +2.3% | -2.4% | +0.3% |
| 30D | -4.0% | -15.0% | +11.0% | -6.4% |
| 3M | +5.6% | -39.8% | +45.4% | -1.9% |
| 6M | +13.1% | -60.0% | +73.1% | +0.2% |
| YTD | +13.6% | -48.8% | +62.4% | +6.5% |
| 1Y | +16.0% | -67.3% | +83.2% | +3.2% |
| 3Y | +90.2% | -94.8% | +185.0% | +55.7% |
| 5Y | +87.0% | -99.7% | +186.7% | +16.2% |
| 10Y | +338.5% | -100.0% | +438.5% | +77.6% |
| All | +338.5% | -100.0% | +438.5% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling