-94.7%
UVXY vs CAPR
+36.9%
-131.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +2.4% |
| 7D | +2.3% | -12.6% | +14.9% | +1.9% |
| 30D | -15.0% | +124.4% | -139.4% | -12.6% |
| 3M | -39.8% | -66.8% | +27.0% | -40.7% |
| 6M | -60.0% | -71.8% | +11.7% | -60.7% |
| YTD | -48.8% | -70.1% | +21.2% | -49.5% |
| 1Y | -67.3% | +33.3% | -100.6% | -63.9% |
| All | -94.7% | +36.9% | -131.6% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling