+232.6%
TPR vs UVXY
-99.6%
+332.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.4% | -3.1% |
| 7D | +6.4% | +2.3% | +4.1% | +7.9% |
| 30D | +13.8% | +4.0% | +9.7% | +16.4% |
| 3M | -16.6% | -21.6% | +4.9% | -18.5% |
| 6M | +0.7% | -55.1% | +55.7% | -9.3% |
| YTD | +5.3% | -53.7% | +59.1% | -1.2% |
| 1Y | +32.4% | -66.7% | +99.1% | +18.2% |
| 3Y | +406.4% | -94.6% | +501.0% | +311.9% |
| All | +232.6% | -99.6% | +332.2% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling