+428.4%
YUM vs UVXY
-100.0%
+528.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -2.7% |
| 7D | -6.1% | +2.8% | -8.9% | -5.8% |
| 30D | -5.8% | -11.4% | +5.5% | -6.7% |
| 3M | -7.6% | -41.5% | +33.9% | -11.3% |
| 6M | -9.1% | -61.0% | +51.9% | -15.1% |
| YTD | -5.5% | -49.8% | +44.3% | -9.0% |
| 1Y | -3.7% | -66.4% | +62.7% | -9.6% |
| 3Y | +17.8% | -94.8% | +112.6% | +4.5% |
| 5Y | +19.3% | -99.7% | +119.0% | -10.5% |
| 10Y | +170.7% | -100.0% | +270.7% | +50.8% |
| All | +428.4% | -100.0% | +528.4% | +68.1% |
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