-6.4%
T vs UVXY
-70.8%
+64.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.1% | +16.2% | +2.8% |
| 7D | +5.5% | -6.3% | +11.7% | +5.6% |
| 30D | -8.9% | -2.7% | -6.2% | -9.0% |
| 3M | -5.6% | -29.9% | +24.4% | -4.3% |
| 6M | -14.3% | -56.5% | +42.2% | -11.4% |
| YTD | -7.9% | -54.8% | +46.9% | -5.2% |
| 1Y | -6.4% | -70.5% | +64.1% | -2.5% |
| All | -6.4% | -70.8% | +64.3% | -2.5% |
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