-100.0%
UVXY vs AU
+224.3%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -6.7% |
| 7D | +2.8% | -4.3% | +7.1% | +2.1% |
| 30D | -11.4% | +7.3% | -18.7% | -9.9% |
| 3M | -41.5% | +26.3% | -67.8% | -38.4% |
| 6M | -61.0% | +1.8% | -62.8% | -59.5% |
| YTD | -49.8% | +26.8% | -76.7% | -45.8% |
| 1Y | -66.4% | +66.7% | -133.1% | -61.9% |
| 3Y | -94.8% | +579.1% | -673.8% | -92.4% |
| 5Y | -99.7% | +689.3% | -789.0% | -99.5% |
| 10Y | -100.0% | +686.6% | -786.6% | -100.0% |
| All | -100.0% | +224.3% | -324.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling