-70.5%
UVXY vs CBOE
+39.5%
-110.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +0.3% | -14.4% | -14.2% |
| 7D | -6.3% | +7.7% | -14.0% | -8.9% |
| 30D | -2.7% | +24.4% | -27.1% | -8.8% |
| 3M | -29.9% | +20.0% | -50.0% | -33.8% |
| 6M | -56.5% | +2.4% | -58.9% | -57.8% |
| YTD | -54.8% | +38.5% | -93.3% | -59.8% |
| 1Y | -70.5% | +39.0% | -109.5% | -73.5% |
| All | -70.5% | +39.5% | -110.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling