-35.7%
AUR vs UVXY
-99.8%
+64.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | -0.3% |
| 7D | +1.4% | +2.8% | -1.4% | +2.3% |
| 30D | -6.4% | -11.4% | +5.0% | -9.0% |
| 3M | +7.7% | -41.5% | +49.2% | -5.0% |
| 6M | +44.5% | -61.0% | +105.5% | +17.9% |
| YTD | +67.4% | -49.8% | +117.3% | +51.7% |
| 1Y | +15.4% | -66.4% | +81.9% | -3.0% |
| 3Y | +94.8% | -94.8% | +189.6% | +51.7% |
| 5Y | -35.1% | -99.7% | +64.6% | -66.2% |
| All | -35.7% | -99.8% | +64.1% | -66.5% |
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