-69.8%
UVXY vs BR
-29.1%
-40.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.5% |
| 7D | -5.0% | -5.3% | +0.3% | -5.3% |
| 30D | -20.5% | +6.4% | -27.0% | -20.3% |
| 3M | -36.6% | +13.6% | -50.2% | -36.2% |
| 6M | -56.9% | -6.7% | -50.2% | -56.4% |
| YTD | -51.2% | -21.1% | -30.1% | -60.7% |
| 1Y | -69.8% | -29.6% | -40.2% | -78.6% |
| All | -69.8% | -29.1% | -40.7% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling