-90.7%
UVXY vs AS
+107.2%
-198.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | -0.4% |
| 7D | +2.3% | -2.8% | +5.0% | -0.2% |
| 30D | -15.0% | -23.2% | +8.2% | -33.4% |
| 3M | -39.8% | -20.1% | -19.7% | -50.2% |
| 6M | -60.0% | -18.5% | -41.5% | -64.4% |
| YTD | -48.8% | -25.6% | -23.2% | -56.8% |
| 1Y | -67.3% | -24.4% | -42.9% | -71.0% |
| All | -90.7% | +107.2% | -198.0% | -76.6% |
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