-94.8%
UVXY vs CBOE
+89.1%
-183.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.5% | -5.5% |
| 7D | +2.8% | -5.8% | +8.6% | +6.2% |
| 30D | -11.4% | -3.1% | -8.2% | -9.9% |
| 3M | -41.5% | -4.8% | -36.8% | -40.3% |
| 6M | -61.0% | -0.6% | -60.5% | -62.6% |
| YTD | -49.8% | +12.8% | -62.6% | -57.1% |
| 1Y | -66.4% | +19.8% | -86.2% | -73.0% |
| 3Y | -94.8% | +86.9% | -181.7% | -96.0% |
| All | -94.8% | +89.1% | -183.9% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling