-18.4%
GRAB vs UVXY
-94.8%
+76.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.5% |
| 7D | -10.8% | +2.8% | -13.6% | -10.4% |
| 30D | -15.5% | -11.4% | -4.1% | -16.6% |
| 3M | -9.0% | -41.5% | +32.6% | -13.7% |
| 6M | -21.6% | -61.0% | +39.5% | -28.1% |
| YTD | -38.9% | -49.8% | +11.0% | -41.6% |
| 1Y | -44.8% | -66.4% | +21.6% | -48.9% |
| 3Y | -18.4% | -94.8% | +76.3% | -29.8% |
| All | -18.4% | -94.8% | +76.4% | -29.8% |
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