+212.4%
URI vs UVXY
-99.7%
+312.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.8% |
| 7D | +5.0% | +2.3% | +2.7% | +5.5% |
| 30D | -9.4% | -15.0% | +5.6% | -12.0% |
| 3M | -5.8% | -39.8% | +34.0% | -13.4% |
| 6M | +25.8% | -60.0% | +85.9% | +9.6% |
| YTD | +27.9% | -48.8% | +76.7% | +19.1% |
| 1Y | +9.7% | -67.3% | +77.0% | -4.2% |
| 3Y | +128.0% | -94.8% | +222.8% | +80.9% |
| 5Y | +212.4% | -99.7% | +312.1% | +70.7% |
| All | +212.4% | -99.7% | +312.1% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling