+22,949.0%
TSLA vs UVXY
-100.0%
+23,049.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.3% | -0.2% |
| 7D | -3.4% | +11.0% | -14.4% | -1.5% |
| 30D | +9.2% | -8.8% | +18.0% | +7.7% |
| 3M | -4.7% | -41.9% | +37.2% | -12.1% |
| 6M | -8.9% | -61.2% | +52.2% | -20.1% |
| YTD | -19.2% | -46.2% | +27.0% | -23.2% |
| 1Y | +4.5% | -65.2% | +69.7% | -5.6% |
| 3Y | +46.3% | -94.6% | +140.9% | +27.4% |
| 5Y | +48.1% | -99.7% | +147.8% | +0.9% |
| 10Y | +2,704.2% | -100.0% | +2,804.2% | +1,191.2% |
| All | +22,949.0% | -100.0% | +23,049.0% | +3,854.7% |
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