-70.5%
UVXY vs AR
+14.7%
-85.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -6.3% | -7.9% | -12.2% |
| 7D | -6.3% | -11.1% | +4.8% | -2.9% |
| 30D | -2.7% | +7.9% | -10.6% | -3.4% |
| 3M | -29.9% | +4.9% | -34.8% | -30.2% |
| 6M | -56.5% | -5.3% | -51.2% | -56.5% |
| YTD | -54.8% | +8.6% | -63.4% | -52.7% |
| 1Y | -70.5% | +13.7% | -84.2% | -67.1% |
| All | -70.5% | +14.7% | -85.2% | -67.1% |
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