-99.0%
UVXY vs BOXX
+18.5%
-117.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -11.4% | +0.3% | -11.7% | -11.6% |
| 3M | -41.5% | +1.0% | -42.6% | -42.1% |
| 6M | -61.0% | +1.9% | -63.0% | -61.6% |
| YTD | -49.8% | +2.7% | -52.5% | -50.4% |
| 1Y | -66.4% | +4.0% | -70.5% | -68.0% |
| 3Y | -94.8% | +14.7% | -109.4% | -98.8% |
| All | -99.0% | +18.5% | -117.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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