-99.7%
UVXY vs ABCL
-37.3%
-62.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -4.7% | +1.4% | -6.1% | -4.1% |
| 30D | -17.1% | +65.1% | -82.1% | +6.0% |
| 3M | -39.9% | +111.1% | -151.0% | -11.6% |
| 6M | -66.9% | +231.6% | -298.4% | -35.6% |
| YTD | -50.1% | +234.5% | -284.6% | +1.6% |
| 1Y | -68.3% | +174.3% | -242.7% | -38.5% |
| 3Y | -95.0% | +111.5% | -206.4% | -87.9% |
| All | -99.7% | -37.3% | -62.4% | -99.3% |
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 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