-100.0%
UVXY vs CAPR
-96.9%
-3.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.9% | +10.6% | +3.3% |
| 7D | -22.1% | +5.9% | -27.9% | -21.4% |
| 30D | +8.2% | +44.6% | -36.4% | +11.6% |
| 3M | -12.3% | +126.4% | -138.7% | -6.0% |
| 6M | -51.0% | -68.6% | +17.6% | -51.8% |
| YTD | -49.9% | -67.0% | +17.0% | -50.1% |
| 1Y | -67.7% | +65.2% | -132.9% | -60.7% |
| 3Y | -94.1% | +235.6% | -329.7% | -91.5% |
| 5Y | -99.5% | +175.4% | -275.0% | -99.3% |
| 10Y | -100.0% | -65.0% | -35.0% | -100.0% |
| All | -100.0% | -96.9% | -3.1% | -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