-66.4%
UVXY vs BRO
-27.7%
-38.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.8% |
| 7D | +2.8% | -7.3% | +10.1% | +3.3% |
| 30D | -11.4% | -6.9% | -4.5% | -10.9% |
| 3M | -41.5% | +10.7% | -52.2% | -40.6% |
| 6M | -61.0% | -2.7% | -58.4% | -61.1% |
| YTD | -49.8% | -16.3% | -33.5% | -52.5% |
| 1Y | -66.4% | -29.1% | -37.4% | -72.7% |
| All | -66.4% | -27.7% | -38.7% | -72.7% |
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