+74.5%
UBER vs UVXY
-100.0%
+174.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +3.2% |
| 7D | -4.5% | +11.0% | -15.5% | -2.3% |
| 30D | -7.6% | -8.8% | +1.2% | -9.2% |
| 3M | +5.8% | -41.9% | +47.7% | -4.6% |
| 6M | +0.3% | -61.2% | +61.5% | -15.0% |
| YTD | -11.2% | -46.2% | +35.0% | -17.8% |
| 1Y | -23.0% | -65.2% | +42.2% | -33.5% |
| 3Y | +53.6% | -94.6% | +148.2% | +15.9% |
| 5Y | +81.9% | -99.7% | +181.6% | -9.0% |
| All | +74.5% | -100.0% | +174.5% | -36.8% |
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 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