-100.0%
UVXY vs BB
-61.7%
-38.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +1.6% |
| 7D | +2.3% | +1.8% | +0.4% | +3.4% |
| 30D | -15.0% | -12.2% | -2.8% | -21.0% |
| 3M | -39.8% | -12.3% | -27.5% | -42.2% |
| 6M | -60.0% | +122.7% | -182.7% | -29.0% |
| YTD | -48.8% | +104.5% | -153.3% | -12.4% |
| 1Y | -67.3% | +106.7% | -174.0% | -42.1% |
| 3Y | -94.8% | +70.0% | -164.8% | -87.9% |
| 5Y | -99.7% | -27.8% | -71.9% | -99.3% |
| 10Y | -100.0% | +2.4% | -102.4% | -100.0% |
| All | -100.0% | -61.7% | -38.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling