+15.2%
RF vs UVXY
-64.9%
+80.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | +0.9% |
| 7D | -1.6% | +11.0% | -12.6% | -0.2% |
| 30D | -4.3% | -8.8% | +4.5% | -5.3% |
| 3M | +5.9% | -41.9% | +47.8% | -1.1% |
| 6M | +14.1% | -61.2% | +75.3% | +2.2% |
| YTD | +13.8% | -46.2% | +60.0% | +9.0% |
| 1Y | +15.2% | -65.2% | +80.4% | +5.0% |
| All | +15.2% | -64.9% | +80.1% | +5.0% |
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