-100.0%
UVXY vs BIDU
-11.3%
-88.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.0% |
| 7D | +2.3% | -2.4% | +4.7% | 0.0% |
| 30D | -15.0% | -16.0% | +0.9% | -28.0% |
| 3M | -39.8% | -24.0% | -15.8% | -53.2% |
| 6M | -60.0% | -24.9% | -35.2% | -68.3% |
| YTD | -48.8% | -29.6% | -19.3% | -60.7% |
| 1Y | -67.3% | -15.2% | -52.1% | -67.8% |
| 3Y | -94.8% | -32.2% | -62.7% | -94.7% |
| 5Y | -99.7% | -43.8% | -55.9% | -99.6% |
| 10Y | -100.0% | -49.5% | -50.5% | -100.0% |
| All | -100.0% | -11.3% | -88.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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