+130.5%
URI vs UVXY
-94.7%
+225.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.7% |
| 7D | +5.0% | +2.3% | +2.7% | +5.4% |
| 30D | -9.4% | -15.0% | +5.6% | -11.6% |
| 3M | -5.8% | -39.8% | +34.0% | -12.4% |
| 6M | +25.8% | -60.0% | +85.9% | +11.7% |
| YTD | +27.9% | -48.8% | +76.7% | +20.2% |
| 1Y | +9.7% | -67.3% | +77.0% | -2.2% |
| All | +130.5% | -94.7% | +225.2% | +91.7% |
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