-7.5%
T vs UVXY
-66.8%
+59.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | +2.3% |
| 7D | +1.5% | +2.8% | -1.3% | +1.3% |
| 30D | +7.5% | -11.4% | +18.8% | +7.9% |
| 3M | +14.8% | -41.5% | +56.3% | +17.2% |
| 6M | -1.7% | -61.0% | +59.3% | +1.5% |
| YTD | +8.7% | -49.8% | +58.5% | +11.3% |
| 1Y | -7.5% | -66.4% | +59.0% | -5.1% |
| All | -7.5% | -66.8% | +59.4% | -5.1% |
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