-100.0%
UVXY vs BR
+1,087.4%
-1,187.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -7.5% |
| 7D | +2.8% | -3.0% | +5.8% | -4.4% |
| 30D | -11.4% | -0.3% | -11.1% | -12.3% |
| 3M | -41.5% | +17.3% | -58.8% | -19.3% |
| 6M | -61.0% | -6.7% | -54.3% | -70.4% |
| YTD | -49.8% | -23.4% | -26.4% | -79.2% |
| 1Y | -66.4% | -32.7% | -33.8% | -90.1% |
| 3Y | -94.8% | -5.9% | -88.9% | -94.6% |
| 5Y | -99.7% | +8.4% | -108.1% | -99.4% |
| 10Y | -100.0% | +189.2% | -289.2% | -100.0% |
| All | -100.0% | +1,087.4% | -1,187.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling