-100.0%
UVXY vs ARMK
+357.2%
-457.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +4.2% |
| 7D | -4.7% | +1.7% | -6.4% | -2.5% |
| 30D | -17.1% | +3.1% | -20.2% | -13.6% |
| 3M | -39.9% | +9.2% | -49.2% | -32.1% |
| 6M | -66.9% | +43.7% | -110.5% | -43.5% |
| YTD | -50.1% | +57.4% | -107.5% | -1.4% |
| 1Y | -68.3% | +51.9% | -120.2% | -39.1% |
| 3Y | -95.0% | +125.4% | -220.4% | -77.5% |
| 5Y | -99.7% | +149.1% | -248.8% | -97.6% |
| 10Y | -100.0% | +135.4% | -235.4% | -100.0% |
| All | -100.0% | +357.2% | -457.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling