-99.7%
UVXY vs AR
+141.3%
-241.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.0% | +5.3% |
| 7D | +11.0% | -1.3% | +12.3% | +10.1% |
| 30D | -8.8% | +3.5% | -12.3% | -6.7% |
| 3M | -41.9% | +9.9% | -51.8% | -38.7% |
| 6M | -61.2% | +4.5% | -65.7% | -60.8% |
| YTD | -46.2% | +13.7% | -59.9% | -42.1% |
| 1Y | -65.2% | +19.2% | -84.4% | -59.8% |
| 3Y | -94.6% | +46.2% | -140.7% | -91.0% |
| 5Y | -99.7% | +145.9% | -245.6% | -98.8% |
| All | -99.7% | +141.3% | -241.0% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling