-82.9%
UVXY vs BIYA
-99.8%
+16.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.5% |
| 7D | +2.3% | +2.7% | -0.5% | +2.3% |
| 30D | -15.0% | -16.7% | +1.6% | -15.3% |
| 3M | -39.8% | -74.6% | +34.8% | -40.3% |
| 6M | -60.0% | -85.4% | +25.3% | -59.9% |
| YTD | -48.8% | -94.2% | +45.3% | -52.3% |
| 1Y | -67.3% | -98.6% | +31.3% | -75.1% |
| All | -82.9% | -99.8% | +16.8% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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