-66.4%
UVXY vs BR
-31.7%
-34.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.8% |
| 7D | +2.8% | -3.0% | +5.8% | +2.6% |
| 30D | -11.4% | -0.3% | -11.1% | -11.4% |
| 3M | -41.5% | +17.3% | -58.8% | -40.6% |
| 6M | -61.0% | -6.7% | -54.3% | -61.0% |
| YTD | -49.8% | -23.4% | -26.4% | -59.5% |
| 1Y | -66.4% | -32.7% | -33.8% | -75.4% |
| All | -66.4% | -31.7% | -34.8% | -75.4% |
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