+10.7%
U vs UVXY
-94.4%
+105.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | +0.1% |
| 7D | 0.0% | +11.0% | -11.1% | +2.6% |
| 30D | -4.1% | -8.8% | +4.7% | -6.0% |
| 3M | +57.8% | -41.9% | +99.7% | +40.7% |
| 6M | +103.5% | -61.2% | +164.7% | +68.7% |
| YTD | -4.8% | -46.2% | +41.4% | -11.2% |
| 1Y | -2.4% | -65.2% | +62.8% | -14.8% |
| All | +10.7% | -94.4% | +105.1% | -10.2% |
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 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