-70.5%
UVXY vs BRO
-3.6%
-66.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.5% | -18.6% | -15.4% |
| 7D | -6.3% | +12.4% | -18.7% | -9.8% |
| 30D | -2.7% | +21.6% | -24.3% | -7.6% |
| 3M | -29.9% | +4.3% | -34.3% | -31.1% |
| 6M | -56.5% | +29.2% | -85.7% | -57.9% |
| YTD | -54.8% | -6.4% | -48.5% | -55.6% |
| 1Y | -70.5% | -5.3% | -65.2% | -71.0% |
| All | -70.5% | -3.6% | -66.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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