+100.0%
UAL vs UVXY
-100.0%
+200.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | +0.5% |
| 7D | -2.0% | +11.0% | -13.0% | +0.2% |
| 30D | -15.7% | -8.8% | -6.9% | -17.1% |
| 3M | +3.6% | -41.9% | +45.5% | -6.0% |
| 6M | +16.9% | -61.2% | +78.1% | +0.5% |
| YTD | -4.8% | -46.2% | +41.4% | -9.8% |
| 1Y | -0.9% | -65.2% | +64.3% | -11.7% |
| 3Y | +124.5% | -94.6% | +219.0% | +85.9% |
| 5Y | +140.2% | -99.7% | +239.8% | +44.9% |
| All | +100.0% | -100.0% | +200.0% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling