-100.0%
UVXY vs ARMK
+146.1%
-246.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -9.9% | -2.8% |
| 7D | +2.8% | +3.1% | -0.3% | +7.1% |
| 30D | -11.4% | -2.8% | -8.6% | -14.3% |
| 3M | -41.5% | +7.6% | -49.1% | -35.7% |
| 6M | -61.0% | +47.9% | -108.9% | -33.9% |
| YTD | -49.8% | +60.0% | -109.9% | -3.9% |
| 1Y | -66.4% | +52.2% | -118.7% | -38.4% |
| 3Y | -94.8% | +131.4% | -226.2% | -78.5% |
| 5Y | -99.7% | +163.2% | -262.9% | -98.0% |
| All | -100.0% | +146.1% | -246.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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