+16.8%
RF vs UVXY
-64.9%
+81.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.1% |
| 7D | +0.4% | -26.5% | +26.9% | -2.2% |
| 30D | +5.6% | +8.8% | -3.3% | +8.0% |
| 3M | -8.9% | -14.7% | +5.8% | -9.2% |
| 6M | +7.1% | -51.5% | +58.5% | 0.0% |
| YTD | +8.3% | -51.7% | +60.0% | +4.0% |
| 1Y | +16.8% | -65.7% | +82.5% | +7.0% |
| All | +16.8% | -64.9% | +81.8% | +7.0% |
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