+57.7%
USAR vs UVXY
-94.4%
+152.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.1% | -5.4% |
| 7D | -9.3% | +11.0% | -20.4% | -8.2% |
| 30D | -15.2% | -8.8% | -6.4% | -15.8% |
| 3M | -21.1% | -41.9% | +20.8% | -24.7% |
| 6M | -21.6% | -61.2% | +39.6% | -26.6% |
| YTD | +34.8% | -46.2% | +81.0% | +30.1% |
| 1Y | +15.6% | -65.2% | +80.8% | +9.4% |
| All | +57.7% | -94.4% | +152.1% | +47.7% |
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