-94.1%
UVXY vs CAPR
+239.1%
-333.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.9% | +10.6% | +3.5% |
| 7D | -22.1% | +5.9% | -27.9% | -21.7% |
| 30D | +8.2% | +44.6% | -36.4% | +9.9% |
| 3M | -12.3% | +126.4% | -138.7% | -9.3% |
| 6M | -51.0% | -68.6% | +17.6% | -51.4% |
| YTD | -49.9% | -67.0% | +17.0% | -50.0% |
| 1Y | -67.7% | +65.2% | -132.9% | -63.9% |
| 3Y | -94.1% | +235.6% | -329.7% | -91.5% |
| All | -94.1% | +239.1% | -333.2% | -91.5% |
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