-100.0%
UVXY vs AR
-27.2%
-72.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.4% |
| 7D | -5.0% | +2.5% | -7.5% | -3.9% |
| 30D | -20.5% | +14.8% | -35.3% | -15.0% |
| 3M | -36.6% | +6.2% | -42.8% | -34.9% |
| 6M | -56.9% | +4.3% | -61.2% | -56.4% |
| YTD | -51.2% | +14.4% | -65.6% | -48.2% |
| 1Y | -69.8% | +21.3% | -91.1% | -66.1% |
| 3Y | -95.1% | +39.8% | -134.9% | -92.8% |
| 5Y | -99.7% | +142.1% | -241.7% | -99.2% |
| 10Y | -100.0% | +52.0% | -152.0% | -100.0% |
| All | -100.0% | -27.2% | -72.8% | -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