+1,391.0%
RF vs UVXY
-100.0%
+1,491.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +1.3% | -5.0% | +6.3% | +0.6% |
| 30D | -3.6% | -20.5% | +16.9% | -6.9% |
| 3M | +8.1% | -36.6% | +44.7% | +1.6% |
| 6M | +11.5% | -56.9% | +68.4% | +0.9% |
| YTD | +15.6% | -51.2% | +66.8% | +7.9% |
| 1Y | +15.7% | -69.8% | +85.5% | +2.2% |
| 3Y | +86.9% | -95.1% | +181.9% | +53.8% |
| 5Y | +89.8% | -99.7% | +189.5% | +22.3% |
| 10Y | +344.7% | -100.0% | +444.7% | +88.4% |
| All | +1,391.0% | -100.0% | +1,491.0% | +43.2% |
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