-26.0%
UPS vs UVXY
-94.8%
+68.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | -0.3% |
| 7D | -2.0% | +2.8% | -4.8% | -1.7% |
| 30D | -2.0% | -11.4% | +9.4% | -2.9% |
| 3M | -6.2% | -41.5% | +35.3% | -10.1% |
| 6M | +2.8% | -61.0% | +63.8% | -3.8% |
| YTD | +5.9% | -49.8% | +55.7% | +2.2% |
| 1Y | +26.2% | -66.4% | +92.7% | +18.8% |
| 3Y | -26.0% | -94.8% | +68.8% | -36.0% |
| All | -26.0% | -94.8% | +68.8% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling