-70.5%
UVXY vs BR
-14.2%
-56.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.0% | -17.1% | -14.4% |
| 7D | -6.3% | +7.0% | -13.3% | -7.0% |
| 30D | -2.7% | +19.0% | -21.7% | -4.1% |
| 3M | -29.9% | +13.1% | -43.0% | -30.9% |
| 6M | -56.5% | +24.6% | -81.1% | -57.2% |
| YTD | -54.8% | -13.6% | -41.2% | -60.2% |
| 1Y | -70.5% | -13.1% | -57.4% | -74.6% |
| All | -70.5% | -14.2% | -56.3% | -74.6% |
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