+1,186.2%
URI vs UVXY
-100.0%
+1,286.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.2% | -9.0% | -2.9% |
| 7D | -0.5% | +11.0% | -11.5% | +1.6% |
| 30D | -13.4% | -8.8% | -4.6% | -14.7% |
| 3M | -6.2% | -41.9% | +35.7% | -14.7% |
| 6M | +28.0% | -61.2% | +89.2% | +10.1% |
| YTD | +23.0% | -46.2% | +69.2% | +15.3% |
| 1Y | +5.5% | -65.2% | +70.7% | -7.2% |
| 3Y | +119.2% | -94.6% | +213.8% | +75.4% |
| 5Y | +201.0% | -99.7% | +300.7% | +73.1% |
| All | +1,186.2% | -100.0% | +1,286.2% | +394.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling