+98.3%
USB vs UVXY
-95.1%
+193.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.2% |
| 7D | +1.4% | -5.0% | +6.4% | +0.8% |
| 30D | -1.3% | -20.5% | +19.2% | -4.2% |
| 3M | +15.2% | -36.6% | +51.8% | +9.4% |
| 6M | +18.8% | -56.9% | +75.7% | +9.2% |
| YTD | +21.0% | -51.2% | +72.2% | +14.2% |
| 1Y | +34.0% | -69.8% | +103.8% | +20.5% |
| All | +98.3% | -95.1% | +193.4% | +63.4% |
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