+36.5%
USB vs UVXY
-70.8%
+107.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.1% | +16.0% | +0.5% |
| 7D | +2.4% | -6.3% | +8.7% | +2.0% |
| 30D | +6.6% | -2.7% | +9.3% | +6.7% |
| 3M | -4.1% | -29.9% | +25.8% | -7.3% |
| 6M | +12.5% | -56.5% | +69.0% | +3.5% |
| YTD | +17.6% | -54.8% | +72.4% | +11.7% |
| 1Y | +36.5% | -70.5% | +107.0% | +23.6% |
| All | +36.5% | -70.8% | +107.3% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling