-90.9%
UVXY vs AS
+123.4%
-214.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +2.9% |
| 7D | -22.1% | -4.9% | -17.2% | -25.1% |
| 30D | +8.2% | +3.9% | +4.3% | +14.4% |
| 3M | -12.3% | -9.6% | -2.7% | -18.0% |
| 6M | -51.0% | -8.7% | -42.3% | -52.8% |
| YTD | -49.9% | -19.8% | -30.1% | -53.5% |
| 1Y | -67.7% | -1.5% | -66.2% | -63.5% |
| All | -90.9% | +123.4% | -214.4% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling