+152.7%
URI vs UVXY
-94.5%
+247.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -0.3% |
| 7D | +9.3% | -26.5% | +35.8% | +4.8% |
| 30D | +7.6% | +8.8% | -1.3% | +12.0% |
| 3M | +1.0% | -14.7% | +15.7% | +1.5% |
| 6M | +19.8% | -51.5% | +71.3% | +11.2% |
| YTD | +41.9% | -51.7% | +93.6% | +36.0% |
| 1Y | +33.4% | -65.7% | +99.1% | +22.1% |
| All | +152.7% | -94.5% | +247.2% | +130.3% |
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 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