+13.4%
AUR vs UVXY
-70.9%
+84.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.5% |
| 7D | +8.7% | -5.0% | +13.7% | +7.5% |
| 30D | -5.2% | -20.5% | +15.3% | -10.6% |
| 3M | -7.3% | -36.6% | +29.3% | -15.8% |
| 6M | +41.2% | -56.9% | +98.1% | +20.3% |
| YTD | +65.1% | -51.2% | +116.3% | +48.6% |
| 1Y | +13.4% | -69.8% | +83.2% | -1.3% |
| All | +13.4% | -70.9% | +84.3% | -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 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