-100.0%
UVXY vs CAPR
-97.0%
-3.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.8% |
| 7D | -5.0% | -2.0% | -3.0% | -5.1% |
| 30D | -20.5% | +139.2% | -159.7% | -15.6% |
| 3M | -36.6% | -66.4% | +29.8% | -38.2% |
| 6M | -56.9% | -63.1% | +6.2% | -57.5% |
| YTD | -51.2% | -67.4% | +16.2% | -52.1% |
| 1Y | -69.8% | +58.2% | -128.0% | -63.5% |
| 3Y | -95.1% | +42.2% | -137.3% | -93.3% |
| 5Y | -99.7% | +87.3% | -186.9% | -99.5% |
| 10Y | -100.0% | -75.3% | -24.7% | -100.0% |
| All | -100.0% | -97.0% | -3.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling