-100.0%
UVXY vs ARWR
+1,081.9%
-1,181.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.7% |
| 7D | +2.8% | -4.0% | +6.8% | +0.9% |
| 30D | -11.4% | -5.0% | -6.3% | -13.2% |
| 3M | -41.5% | +11.3% | -52.9% | -37.9% |
| 6M | -61.0% | +42.6% | -103.6% | -51.8% |
| YTD | -49.8% | +24.8% | -74.6% | -40.5% |
| 1Y | -66.4% | +178.8% | -245.2% | -39.9% |
| 3Y | -94.8% | +183.3% | -278.1% | -86.5% |
| 5Y | -99.7% | +29.5% | -129.2% | -99.2% |
| All | -100.0% | +1,081.9% | -1,181.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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