-100.0%
UVXY vs CBOE
+1,387.6%
-1,487.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +3.5% |
| 7D | +11.0% | -3.7% | +14.7% | +6.6% |
| 30D | -8.8% | +2.0% | -10.7% | -7.0% |
| 3M | -41.9% | -4.2% | -37.7% | -46.0% |
| 6M | -61.2% | +1.2% | -62.4% | -61.8% |
| YTD | -46.2% | +15.4% | -61.6% | -37.6% |
| 1Y | -65.2% | +23.5% | -88.7% | -56.0% |
| 3Y | -94.6% | +93.2% | -187.8% | -88.4% |
| 5Y | -99.7% | +142.0% | -241.6% | -98.8% |
| 10Y | -100.0% | +379.2% | -479.2% | -100.0% |
| All | -100.0% | +1,387.6% | -1,487.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling