-70.5%
UVXY vs ABCL
+138.2%
-208.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +0.8% | -14.9% | -13.9% |
| 7D | -6.3% | -10.0% | +3.7% | -8.7% |
| 30D | -2.7% | -10.9% | +8.2% | -4.4% |
| 3M | -29.9% | +101.6% | -131.6% | -9.6% |
| 6M | -56.5% | +167.5% | -224.0% | -33.0% |
| YTD | -54.8% | +259.1% | -313.9% | -11.4% |
| 1Y | -70.5% | +152.2% | -222.7% | -53.6% |
| All | -70.5% | +138.2% | -208.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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