-44.8%
GRAB vs UVXY
-66.8%
+22.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.2% |
| 7D | -10.8% | +2.8% | -13.6% | -10.3% |
| 30D | -15.5% | -11.4% | -4.1% | -17.0% |
| 3M | -9.0% | -41.5% | +32.6% | -15.8% |
| 6M | -21.6% | -61.0% | +39.5% | -30.8% |
| YTD | -38.9% | -49.8% | +11.0% | -42.7% |
| 1Y | -44.8% | -66.4% | +21.6% | -50.6% |
| All | -44.8% | -66.8% | +22.0% | -50.6% |
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