+846.4%
UNP vs UVXY
-100.0%
+946.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.0% |
| 7D | -1.7% | +2.3% | -4.0% | -1.5% |
| 30D | -2.1% | -15.0% | +12.9% | -3.7% |
| 3M | +5.4% | -39.8% | +45.3% | +0.4% |
| 6M | +13.4% | -60.0% | +73.4% | +4.4% |
| YTD | +25.0% | -48.8% | +73.8% | +19.6% |
| 1Y | +34.6% | -67.3% | +101.9% | +24.1% |
| 3Y | +43.6% | -94.8% | +138.5% | +24.3% |
| 5Y | +51.7% | -99.7% | +151.4% | +8.3% |
| 10Y | +282.5% | -100.0% | +382.5% | +97.0% |
| All | +846.4% | -100.0% | +946.4% | +113.9% |
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