-94.3%
UVXY vs ABCL
+189.1%
-283.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +3.2% |
| 7D | -26.5% | +4.4% | -30.9% | -24.7% |
| 30D | +8.8% | -7.9% | +16.7% | +9.3% |
| 3M | -14.7% | +12.2% | -26.9% | -5.4% |
| 6M | -51.5% | +134.7% | -186.2% | -22.0% |
| YTD | -51.7% | +239.8% | -291.5% | -0.4% |
| 1Y | -65.7% | +192.7% | -258.4% | -32.7% |
| All | -94.3% | +189.1% | -283.4% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling