+399.5%
TPR vs UVXY
-94.7%
+494.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.4% | -2.9% |
| 7D | +6.4% | +2.3% | +4.1% | +7.7% |
| 30D | +13.8% | +4.0% | +9.7% | +16.2% |
| 3M | -16.6% | -21.6% | +4.9% | -18.3% |
| 6M | +0.7% | -55.1% | +55.7% | -8.4% |
| YTD | +5.3% | -53.7% | +59.1% | -0.7% |
| 1Y | +32.4% | -66.7% | +99.1% | +19.5% |
| All | +399.5% | -94.7% | +494.1% | +375.5% |
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 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