-100.0%
UVXY vs BAH
+1,239.0%
-1,339.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +1.1% |
| 7D | -4.7% | -4.3% | -0.4% | -9.8% |
| 30D | -17.1% | -4.5% | -12.6% | -21.4% |
| 3M | -39.9% | -7.6% | -32.3% | -46.5% |
| 6M | -66.9% | -10.6% | -56.2% | -72.1% |
| YTD | -50.1% | -12.6% | -37.5% | -59.0% |
| 1Y | -68.3% | -27.0% | -41.3% | -79.4% |
| 3Y | -95.0% | -31.5% | -63.5% | -96.5% |
| 5Y | -99.7% | -3.8% | -95.9% | -99.5% |
| 10Y | -100.0% | +183.9% | -283.9% | -100.0% |
| All | -100.0% | +1,239.0% | -1,339.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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