-94.8%
UVXY vs BHP
+71.6%
-166.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.5% | -7.1% |
| 7D | +2.8% | -3.6% | +6.4% | -2.2% |
| 30D | -11.4% | -1.2% | -10.2% | -12.4% |
| 3M | -41.5% | +1.2% | -42.7% | -38.9% |
| 6M | -61.0% | +21.4% | -82.5% | -41.8% |
| YTD | -49.8% | +50.4% | -100.3% | +8.3% |
| 1Y | -66.4% | +67.5% | -134.0% | -10.6% |
| 3Y | -94.8% | +72.8% | -167.6% | -75.0% |
| All | -94.8% | +71.6% | -166.3% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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