-9.1%
T vs UVXY
-70.9%
+61.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -1.3% | -5.0% | +3.7% | -1.1% |
| 30D | +11.4% | -20.5% | +31.9% | +12.4% |
| 3M | +14.3% | -36.6% | +50.9% | +16.3% |
| 6M | -9.3% | -56.9% | +47.7% | -6.4% |
| YTD | +7.1% | -51.2% | +58.3% | +9.8% |
| 1Y | -9.1% | -69.8% | +60.7% | -7.3% |
| All | -9.1% | -70.9% | +61.8% | -7.3% |
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