+165.9%
UPS vs UVXY
-100.0%
+265.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +1.2% |
| 7D | -3.4% | +11.0% | -14.4% | -2.5% |
| 30D | -2.7% | -8.8% | +6.0% | -3.5% |
| 3M | -1.6% | -41.9% | +40.3% | -5.8% |
| 6M | +2.3% | -61.2% | +63.5% | -4.5% |
| YTD | +5.6% | -46.2% | +51.8% | +2.4% |
| 1Y | +27.1% | -65.2% | +92.3% | +19.6% |
| 3Y | -26.3% | -94.6% | +68.3% | -33.9% |
| 5Y | -34.5% | -99.7% | +65.2% | -49.5% |
| 10Y | +37.1% | -100.0% | +137.1% | -16.8% |
| All | +165.9% | -100.0% | +265.9% | -9.3% |
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