-94.8%
UVXY vs BRO
-7.6%
-87.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.9% |
| 7D | +2.8% | -7.3% | +10.1% | -2.1% |
| 30D | -11.4% | -6.9% | -4.5% | -15.3% |
| 3M | -41.5% | +10.7% | -52.2% | -36.3% |
| 6M | -61.0% | -2.7% | -58.4% | -62.6% |
| YTD | -49.8% | -16.3% | -33.5% | -60.0% |
| 1Y | -66.4% | -29.1% | -37.4% | -78.7% |
| 3Y | -94.8% | -7.8% | -86.9% | -94.6% |
| All | -94.8% | -7.6% | -87.1% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling