-69.8%
UVXY vs AR
+22.7%
-92.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -5.0% | +2.5% | -7.5% | -4.9% |
| 30D | -20.5% | +14.8% | -35.3% | -20.0% |
| 3M | -36.6% | +6.2% | -42.8% | -37.1% |
| 6M | -56.9% | +4.3% | -61.2% | -56.5% |
| YTD | -51.2% | +14.4% | -65.6% | -48.2% |
| 1Y | -69.8% | +21.3% | -91.1% | -65.5% |
| All | -69.8% | +22.7% | -92.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling