-74.3%
GRAB vs UVXY
-99.9%
+25.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.3% |
| 7D | -10.8% | +2.8% | -13.6% | -10.3% |
| 30D | -15.5% | -11.4% | -4.1% | -16.8% |
| 3M | -9.0% | -41.5% | +32.6% | -15.0% |
| 6M | -21.6% | -61.0% | +39.5% | -29.8% |
| YTD | -38.9% | -49.8% | +11.0% | -42.3% |
| 1Y | -44.8% | -66.4% | +21.6% | -50.0% |
| 3Y | -18.4% | -94.8% | +76.3% | -33.0% |
| 5Y | -71.6% | -99.7% | +28.1% | -82.8% |
| All | -74.3% | -99.9% | +25.6% | -87.0% |
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