+9.3%
W vs UVXY
-66.8%
+76.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | -0.7% |
| 7D | -0.9% | +2.8% | -3.7% | 0.0% |
| 30D | -4.2% | -11.4% | +7.1% | -7.0% |
| 3M | +26.9% | -41.5% | +68.4% | +11.3% |
| 6M | +31.2% | -61.0% | +92.3% | +6.9% |
| YTD | -1.8% | -49.8% | +48.0% | -12.5% |
| 1Y | +9.3% | -66.4% | +75.8% | -5.3% |
| All | +9.3% | -66.8% | +76.2% | -5.3% |
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 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