+509.3%
UAL vs UVXY
-100.0%
+609.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.1% |
| 7D | -3.0% | -22.1% | +19.0% | -6.4% |
| 30D | +10.5% | +8.2% | +2.3% | +15.3% |
| 3M | -13.5% | -12.3% | -1.2% | -12.4% |
| 6M | +14.2% | -51.0% | +65.2% | +6.4% |
| YTD | -2.2% | -49.9% | +47.7% | -4.4% |
| 1Y | +12.5% | -67.7% | +80.2% | +3.1% |
| 3Y | +186.8% | -94.1% | +280.9% | +155.2% |
| 5Y | +119.4% | -99.5% | +218.9% | +61.2% |
| 10Y | +81.4% | -100.0% | +181.4% | -6.8% |
| All | +509.3% | -100.0% | +609.3% | +50.5% |
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