-99.7%
UVXY vs AU
+686.2%
-785.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -6.6% |
| 7D | +2.8% | -4.3% | +7.1% | +1.6% |
| 30D | -11.4% | +7.3% | -18.7% | -9.0% |
| 3M | -41.5% | +26.3% | -67.8% | -36.2% |
| 6M | -61.0% | +1.8% | -62.8% | -58.4% |
| YTD | -49.8% | +26.8% | -76.7% | -43.1% |
| 1Y | -66.4% | +66.7% | -133.1% | -58.8% |
| 3Y | -94.8% | +579.1% | -673.8% | -90.1% |
| All | -99.7% | +686.2% | -785.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling