-37.5%
U vs UVXY
-100.0%
+62.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +3.2% |
| 7D | +4.5% | -4.7% | +9.2% | +3.1% |
| 30D | -0.6% | -17.1% | +16.5% | -5.4% |
| 3M | +48.4% | -39.9% | +88.4% | +31.7% |
| 6M | +115.4% | -66.9% | +182.2% | +67.3% |
| YTD | -3.2% | -50.1% | +46.9% | -12.9% |
| 1Y | -6.0% | -68.3% | +62.3% | -22.0% |
| 3Y | +13.5% | -95.0% | +108.4% | -16.0% |
| 5Y | -68.0% | -99.7% | +31.7% | -84.5% |
| All | -37.5% | -100.0% | +62.5% | -79.8% |
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