+5.0%
UAL vs UVXY
-70.9%
+75.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.7% |
| 7D | +0.7% | -5.0% | +5.7% | -0.7% |
| 30D | -16.1% | -20.5% | +4.4% | -21.7% |
| 3M | +6.1% | -36.6% | +42.7% | -5.8% |
| 6M | +10.8% | -56.9% | +67.8% | -8.4% |
| YTD | -0.4% | -51.2% | +50.8% | -12.7% |
| 1Y | +5.0% | -69.8% | +74.8% | -14.8% |
| All | +5.0% | -70.9% | +75.9% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling