-100.0%
UVXY vs AR
-28.5%
-71.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +5.0% |
| 7D | -26.5% | +6.4% | -32.9% | -24.2% |
| 30D | +8.8% | +3.1% | +5.7% | +10.2% |
| 3M | -14.7% | +3.3% | -17.9% | -13.3% |
| 6M | -51.5% | +6.6% | -58.0% | -50.2% |
| YTD | -51.7% | +12.3% | -64.0% | -49.2% |
| 1Y | -65.7% | +12.3% | -78.0% | -63.6% |
| 3Y | -94.4% | +50.4% | -144.8% | -91.7% |
| 5Y | -99.5% | +101.0% | -200.5% | -99.0% |
| 10Y | -100.0% | +57.5% | -157.5% | -100.0% |
| All | -100.0% | -28.5% | -71.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling