-94.8%
UVXY vs BB
+64.9%
-159.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -5.7% |
| 7D | +2.8% | -0.4% | +3.2% | +2.7% |
| 30D | -11.4% | -12.5% | +1.2% | -18.0% |
| 3M | -41.5% | -17.4% | -24.1% | -46.1% |
| 6M | -61.0% | +119.1% | -180.2% | -22.7% |
| YTD | -49.8% | +102.4% | -152.2% | -4.3% |
| 1Y | -66.4% | +98.2% | -164.6% | -35.1% |
| 3Y | -94.8% | +46.9% | -141.7% | -79.8% |
| All | -94.8% | +64.9% | -159.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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