+106.1%
T vs UVXY
-94.4%
+200.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +1.6% |
| 7D | -2.4% | +11.0% | -13.5% | -2.5% |
| 30D | +4.3% | -8.8% | +13.1% | +4.3% |
| 3M | +11.6% | -41.9% | +53.5% | +11.6% |
| 6M | -5.6% | -61.2% | +55.6% | -5.5% |
| YTD | +6.6% | -46.2% | +52.8% | +6.9% |
| 1Y | -8.4% | -65.2% | +56.8% | -8.3% |
| All | +106.1% | -94.4% | +200.6% | +95.3% |
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 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