-100.0%
UVXY vs ARWR
+2,005.9%
-2,105.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | -5.0% | +1.7% | -6.7% | -4.3% |
| 30D | -20.5% | -0.7% | -19.9% | -20.6% |
| 3M | -36.6% | +14.9% | -51.5% | -31.8% |
| 6M | -56.9% | +32.6% | -89.5% | -48.9% |
| YTD | -51.2% | +30.0% | -81.3% | -41.9% |
| 1Y | -69.8% | +208.4% | -278.1% | -46.2% |
| 3Y | -95.1% | +208.8% | -303.9% | -87.8% |
| 5Y | -99.7% | +27.8% | -127.5% | -99.2% |
| 10Y | -100.0% | +1,107.6% | -1,207.6% | -100.0% |
| All | -100.0% | +2,005.9% | -2,105.9% | -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 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