-99.9%
UVXY vs ABCL
-81.0%
-19.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +3.3% |
| 7D | -26.5% | +4.4% | -30.9% | -24.8% |
| 30D | +8.8% | -7.9% | +16.7% | +9.3% |
| 3M | -14.7% | +12.2% | -26.9% | -5.7% |
| 6M | -51.5% | +134.7% | -186.2% | -24.3% |
| YTD | -51.7% | +239.8% | -291.5% | -6.3% |
| 1Y | -65.7% | +192.7% | -258.4% | -36.3% |
| 3Y | -94.4% | +187.6% | -282.0% | -85.9% |
| 5Y | -99.5% | -22.6% | -76.9% | -99.0% |
| All | -99.9% | -81.0% | -19.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling