-90.7%
UVXY vs AS
+142.2%
-233.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +3.1% | -23.4% | -17.3% |
| 7D | -5.6% | +5.8% | -11.4% | +1.6% |
| 30D | +12.8% | +15.4% | -2.5% | +31.6% |
| 3M | -14.8% | -11.9% | -3.0% | -22.3% |
| 6M | -49.0% | -9.9% | -39.1% | -51.6% |
| YTD | -48.8% | -13.1% | -35.7% | -48.7% |
| 1Y | -66.4% | +9.9% | -76.3% | -57.8% |
| All | -90.7% | +142.2% | -233.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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