-99.9%
UVXY vs ABCL
-81.3%
-18.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.2% |
| 7D | -5.0% | +0.7% | -5.7% | -4.6% |
| 30D | -20.5% | +93.1% | -113.6% | +5.0% |
| 3M | -36.6% | +79.4% | -116.0% | -16.5% |
| 6M | -56.9% | +214.9% | -271.8% | -25.1% |
| YTD | -51.2% | +234.2% | -285.4% | -10.1% |
| 1Y | -69.8% | +174.8% | -244.5% | -46.3% |
| 3Y | -95.1% | +104.5% | -199.5% | -89.4% |
| 5Y | -99.7% | -39.0% | -60.7% | -99.4% |
| All | -99.9% | -81.3% | -18.7% | -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