-66.4%
UVXY vs CBOE
+20.5%
-86.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.5% | -6.3% |
| 7D | +2.8% | -5.8% | +8.6% | +4.2% |
| 30D | -11.4% | -3.1% | -8.2% | -10.7% |
| 3M | -41.5% | -4.8% | -36.8% | -41.0% |
| 6M | -61.0% | -0.6% | -60.5% | -60.7% |
| YTD | -49.8% | +12.8% | -62.6% | -50.5% |
| 1Y | -66.4% | +19.8% | -86.2% | -67.0% |
| All | -66.4% | +20.5% | -86.9% | -67.0% |
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