-51.5%
UVXY vs ABCL
+144.1%
-195.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +3.5% |
| 7D | -26.5% | +4.4% | -30.9% | -25.2% |
| 30D | +8.8% | -7.9% | +16.7% | +9.1% |
| 3M | -14.7% | +12.2% | -26.9% | -11.1% |
| 6M | -51.5% | +134.7% | -186.2% | -38.8% |
| All | -51.5% | +144.1% | -195.6% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling