+54.0%
UNP vs UVXY
-99.7%
+153.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -1.1% |
| 7D | -1.8% | +2.8% | -4.6% | -1.5% |
| 30D | -2.7% | -11.4% | +8.6% | -3.7% |
| 3M | +6.5% | -41.5% | +48.0% | +2.0% |
| 6M | +14.4% | -61.0% | +75.4% | +6.6% |
| YTD | +24.8% | -49.8% | +74.7% | +20.3% |
| 1Y | +34.4% | -66.4% | +100.9% | +26.2% |
| 3Y | +43.6% | -94.8% | +138.3% | +26.9% |
| All | +54.0% | -99.7% | +153.6% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling