-99.9%
UVXY vs ABCL
-80.4%
-19.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -5.0% | -10.7% |
| 7D | +2.3% | -2.7% | +5.0% | +3.1% |
| 30D | +4.0% | -5.4% | +9.4% | +5.5% |
| 3M | -21.6% | +22.4% | -44.0% | -10.3% |
| 6M | -55.1% | +127.6% | -182.7% | -30.9% |
| YTD | -53.7% | +249.4% | -303.2% | -9.3% |
| 1Y | -66.7% | +198.0% | -264.7% | -37.9% |
| 3Y | -94.6% | +195.8% | -290.4% | -86.4% |
| 5Y | -99.6% | -20.6% | -79.0% | -99.1% |
| All | -99.9% | -80.4% | -19.5% | -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