-100.0%
UVXY vs A
+705.2%
-805.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +4.9% | -3.6% |
| 7D | -4.7% | -2.1% | -2.7% | -9.0% |
| 30D | -17.1% | +0.6% | -17.7% | -15.7% |
| 3M | -39.9% | +10.9% | -50.8% | -24.8% |
| 6M | -66.9% | +28.2% | -95.0% | -41.7% |
| YTD | -50.1% | +8.6% | -58.7% | -38.7% |
| 1Y | -68.3% | +15.5% | -83.9% | -54.4% |
| 3Y | -95.0% | +31.8% | -126.8% | -85.1% |
| 5Y | -99.7% | -14.9% | -84.8% | -99.5% |
| 10Y | -100.0% | +237.8% | -337.8% | -99.9% |
| All | -100.0% | +705.2% | -805.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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