+91.3%
RF vs UVXY
-95.1%
+186.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -0.9% |
| 7D | +2.7% | -4.7% | +7.4% | +2.1% |
| 30D | -3.4% | -17.1% | +13.7% | -5.6% |
| 3M | +6.4% | -39.9% | +46.3% | +0.1% |
| 6M | +13.4% | -66.9% | +80.3% | +0.2% |
| YTD | +14.2% | -50.1% | +64.3% | +8.1% |
| 1Y | +15.7% | -68.3% | +84.0% | +4.7% |
| 3Y | +91.3% | -95.0% | +186.3% | +59.4% |
| All | +91.3% | -95.1% | +186.4% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling