+47.6%
TSLA vs UVXY
-99.7%
+147.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -1.3% |
| 7D | +3.2% | +2.8% | +0.4% | +4.1% |
| 30D | +11.6% | -11.4% | +22.9% | +8.6% |
| 3M | -8.4% | -41.5% | +33.1% | -18.6% |
| 6M | -10.4% | -61.0% | +50.7% | -26.0% |
| YTD | -18.7% | -49.8% | +31.1% | -26.1% |
| 1Y | -0.9% | -66.4% | +65.5% | -16.0% |
| 3Y | +33.6% | -94.8% | +128.3% | +4.1% |
| All | +47.6% | -99.7% | +147.2% | -25.0% |
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