-66.4%
UVXY vs ABCL
+152.1%
-218.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -5.6% |
| 7D | +2.8% | -4.7% | +7.5% | +1.7% |
| 30D | -11.4% | +5.2% | -16.5% | -9.0% |
| 3M | -41.5% | +106.6% | -148.2% | -23.1% |
| 6M | -61.0% | +198.4% | -259.4% | -36.2% |
| YTD | -49.8% | +218.4% | -268.3% | -12.6% |
| 1Y | -66.4% | +136.2% | -202.7% | -48.3% |
| All | -66.4% | +152.1% | -218.5% | -48.3% |
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