+318.5%
USB vs UVXY
-100.0%
+418.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.8% |
| 7D | 0.0% | +19.4% | -19.4% | +3.2% |
| 30D | +5.8% | +42.6% | -36.7% | +11.8% |
| 3M | -6.0% | +7.1% | -13.0% | -3.8% |
| 6M | +7.8% | -36.5% | +44.3% | +4.5% |
| YTD | +14.6% | -35.8% | +50.4% | +14.0% |
| 1Y | +31.8% | -58.4% | +90.2% | +25.1% |
| 3Y | +91.5% | -92.9% | +184.4% | +73.7% |
| 5Y | +22.0% | -99.4% | +121.5% | -4.7% |
| 10Y | +96.1% | -100.0% | +196.1% | +7.8% |
| All | +318.5% | -100.0% | +418.5% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling