-100.0%
UVXY vs AR
+41.9%
-141.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -7.6% |
| 7D | +2.8% | -2.5% | +5.3% | +1.6% |
| 30D | -11.4% | +2.5% | -13.9% | -10.4% |
| 3M | -41.5% | +12.3% | -53.8% | -38.6% |
| 6M | -61.0% | -3.1% | -57.9% | -62.1% |
| YTD | -49.8% | +11.5% | -61.4% | -47.6% |
| 1Y | -66.4% | +17.0% | -83.5% | -63.3% |
| 3Y | -94.8% | +47.3% | -142.1% | -92.5% |
| 5Y | -99.7% | +141.2% | -240.9% | -99.4% |
| All | -100.0% | +41.9% | -141.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling