-100.0%
UVXY vs AZO
+296.8%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -7.0% |
| 7D | +2.8% | -3.6% | +6.4% | -1.6% |
| 30D | -11.4% | -5.6% | -5.8% | -17.4% |
| 3M | -41.5% | -6.6% | -34.9% | -47.0% |
| 6M | -61.0% | -22.5% | -38.5% | -71.9% |
| YTD | -49.8% | -15.2% | -34.7% | -58.9% |
| 1Y | -66.4% | -33.9% | -32.5% | -80.7% |
| 3Y | -94.8% | +11.8% | -106.6% | -93.1% |
| 5Y | -99.7% | +85.5% | -185.2% | -98.9% |
| All | -100.0% | +296.8% | -396.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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