+17.8%
YUM vs UVXY
-94.8%
+112.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -2.4% |
| 7D | -6.1% | +2.8% | -8.9% | -5.9% |
| 30D | -5.8% | -11.4% | +5.5% | -6.3% |
| 3M | -7.6% | -41.5% | +33.9% | -9.5% |
| 6M | -9.1% | -61.0% | +51.9% | -12.3% |
| YTD | -5.5% | -49.8% | +44.3% | -7.3% |
| 1Y | -3.7% | -66.4% | +62.7% | -6.8% |
| 3Y | +17.8% | -94.8% | +112.6% | +9.8% |
| All | +17.8% | -94.8% | +112.6% | +9.8% |
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