-100.0%
UVXY vs BWA
+223.2%
-323.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.6% |
| 30D | -15.0% | -5.6% | -9.5% | -23.2% |
| 3M | -39.8% | -10.7% | -29.1% | -49.7% |
| 6M | -60.0% | +23.2% | -83.2% | -38.1% |
| YTD | -48.8% | +46.0% | -94.8% | +9.6% |
| 1Y | -67.3% | +51.2% | -118.5% | -23.4% |
| 3Y | -94.8% | +69.6% | -164.4% | -78.7% |
| 5Y | -99.7% | +86.6% | -186.3% | -97.4% |
| 10Y | -100.0% | +152.3% | -252.3% | -100.0% |
| All | -100.0% | +223.2% | -323.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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