+195.6%
UL vs UVXY
-100.0%
+295.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.5% |
| 7D | -3.2% | +2.3% | -5.5% | -3.1% |
| 30D | -0.6% | -15.0% | +14.4% | -1.6% |
| 3M | +9.4% | -39.8% | +49.3% | +6.3% |
| 6M | -4.1% | -60.0% | +55.9% | -8.7% |
| YTD | -2.0% | -48.8% | +46.9% | -4.6% |
| 1Y | -9.0% | -67.3% | +58.3% | -13.4% |
| 3Y | +21.8% | -94.8% | +116.7% | +10.7% |
| 5Y | +20.6% | -99.7% | +120.3% | -3.5% |
| 10Y | +67.7% | -100.0% | +167.7% | +3.1% |
| All | +195.6% | -100.0% | +295.6% | +0.6% |
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