-99.5%
UVXY vs ABCL
-26.2%
-73.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.2% |
| 7D | -22.1% | -3.3% | -18.8% | -22.8% |
| 30D | +8.2% | -7.1% | +15.3% | +9.0% |
| 3M | -12.3% | +4.7% | -17.1% | -4.6% |
| 6M | -51.0% | +140.9% | -191.9% | -16.4% |
| YTD | -49.9% | +236.0% | -285.9% | +9.0% |
| 1Y | -67.7% | +217.4% | -285.1% | -30.8% |
| 3Y | -94.1% | +188.7% | -282.8% | -82.3% |
| All | -99.5% | -26.2% | -73.3% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling