+1,053.8%
UNH vs UVXY
-100.0%
+1,153.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.8% |
| 7D | -3.2% | +11.0% | -14.2% | -2.3% |
| 30D | -3.5% | -8.8% | +5.3% | -4.1% |
| 3M | -4.2% | -41.9% | +37.7% | -7.9% |
| 6M | +38.3% | -61.2% | +99.5% | +29.7% |
| YTD | +19.2% | -46.2% | +65.4% | +15.8% |
| 1Y | +15.0% | -65.2% | +80.2% | +8.9% |
| 3Y | -14.5% | -94.6% | +80.0% | -23.8% |
| 5Y | +4.6% | -99.7% | +104.3% | -20.9% |
| 10Y | +241.1% | -100.0% | +341.1% | +100.0% |
| All | +1,053.8% | -100.0% | +1,153.8% | +305.3% |
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