-100.0%
UVXY vs ARWR
+1,065.4%
-1,165.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +4.2% |
| 7D | -22.1% | -17.8% | -4.2% | -29.1% |
| 30D | +8.2% | -18.1% | +26.3% | -0.1% |
| 3M | -12.3% | -44.2% | +31.8% | -30.3% |
| 6M | -51.0% | -38.6% | -12.3% | -58.8% |
| YTD | -49.9% | -28.0% | -21.9% | -52.9% |
| 1Y | -67.7% | +16.1% | -83.9% | -61.9% |
| 3Y | -94.1% | +84.0% | -178.1% | -88.3% |
| 5Y | -99.5% | -35.4% | -64.1% | -99.2% |
| 10Y | -100.0% | +1,043.1% | -1,143.1% | -100.0% |
| All | -100.0% | +1,065.4% | -1,165.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling