-99.9%
UVXY vs ABCL
-82.9%
-17.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.3% | +10.5% | +3.1% |
| 7D | +11.0% | -9.6% | +20.6% | +7.1% |
| 30D | -8.8% | +7.2% | -15.9% | -5.0% |
| 3M | -41.9% | +105.5% | -147.4% | -19.4% |
| 6M | -61.2% | +193.0% | -254.2% | -34.5% |
| YTD | -46.2% | +205.8% | -252.0% | -4.0% |
| 1Y | -65.2% | +144.4% | -209.6% | -40.8% |
| 3Y | -94.6% | +93.3% | -187.9% | -88.6% |
| 5Y | -99.7% | -44.9% | -54.8% | -99.4% |
| All | -99.9% | -82.9% | -17.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling