+520.8%
UAL vs UVXY
-100.0%
+620.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.6% |
| 7D | +0.7% | -5.0% | +5.7% | -0.1% |
| 30D | -16.1% | -20.5% | +4.4% | -19.2% |
| 3M | +6.1% | -36.6% | +42.7% | -0.3% |
| 6M | +10.8% | -56.9% | +67.8% | +0.6% |
| YTD | -0.4% | -51.2% | +50.8% | -6.1% |
| 1Y | +5.0% | -69.8% | +74.8% | -6.4% |
| 3Y | +124.0% | -95.1% | +219.1% | +91.2% |
| 5Y | +141.0% | -99.7% | +240.6% | +64.0% |
| 10Y | +118.0% | -100.0% | +218.0% | +6.9% |
| All | +520.8% | -100.0% | +620.8% | +47.7% |
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