+241.4%
T vs UVXY
-100.0%
+341.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.2% |
| 7D | -1.5% | -4.7% | +3.2% | -1.8% |
| 30D | +7.6% | -17.1% | +24.7% | +6.5% |
| 3M | +15.3% | -39.9% | +55.2% | +12.4% |
| 6M | -8.5% | -66.9% | +58.4% | -13.3% |
| YTD | +6.8% | -50.1% | +56.9% | +4.0% |
| 1Y | -7.2% | -68.3% | +61.1% | -11.5% |
| 3Y | +108.2% | -95.0% | +203.2% | +90.2% |
| 5Y | +66.1% | -99.7% | +165.7% | +35.2% |
| 10Y | +65.3% | -100.0% | +165.3% | +11.9% |
| All | +241.4% | -100.0% | +341.4% | +45.2% |
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