-100.0%
UVXY vs CAPR
-78.4%
-21.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.7% |
| 7D | +2.8% | -11.0% | +13.8% | +2.1% |
| 30D | -11.4% | +99.8% | -111.1% | -6.5% |
| 3M | -41.5% | -66.6% | +25.1% | -43.1% |
| 6M | -61.0% | -75.1% | +14.0% | -62.6% |
| YTD | -49.8% | -71.0% | +21.2% | -51.1% |
| 1Y | -66.4% | +30.0% | -96.4% | -59.6% |
| 3Y | -94.8% | +29.0% | -123.7% | -92.7% |
| 5Y | -99.7% | +70.8% | -170.5% | -99.5% |
| All | -100.0% | -78.4% | -21.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling