+165.0%
W vs UVXY
-100.0%
+265.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +1.0% |
| 7D | +6.5% | -4.7% | +11.2% | +5.4% |
| 30D | -6.2% | -17.1% | +10.8% | -9.8% |
| 3M | +48.9% | -39.9% | +88.8% | +35.5% |
| 6M | +31.2% | -66.9% | +98.0% | +8.5% |
| YTD | -0.4% | -50.1% | +49.7% | -7.4% |
| 1Y | +14.8% | -68.3% | +83.2% | -0.8% |
| 3Y | +40.5% | -95.0% | +135.5% | +18.9% |
| 5Y | -62.1% | -99.7% | +37.5% | -74.7% |
| 10Y | +141.5% | -100.0% | +241.5% | +13.8% |
| All | +165.0% | -100.0% | +265.0% | +0.9% |
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