-100.0%
UVXY vs AR
+57.4%
-157.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -22.1% | +7.4% | -29.4% | -19.5% |
| 30D | +8.2% | +5.8% | +2.4% | +10.6% |
| 3M | -12.3% | +5.2% | -17.5% | -10.3% |
| 6M | -51.0% | +5.4% | -56.4% | -50.0% |
| YTD | -49.9% | +12.4% | -62.4% | -47.4% |
| 1Y | -67.7% | +12.8% | -80.5% | -65.8% |
| 3Y | -94.1% | +47.2% | -141.3% | -91.6% |
| 5Y | -99.5% | +101.1% | -200.7% | -99.1% |
| All | -100.0% | +57.4% | -157.4% | -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