-94.8%
UVXY vs CHD
+0.7%
-95.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.8% |
| 7D | +2.8% | -4.5% | +7.3% | +2.7% |
| 30D | -11.4% | -6.7% | -4.6% | -11.5% |
| 3M | -41.5% | -2.7% | -38.8% | -41.5% |
| 6M | -61.0% | -4.9% | -56.1% | -61.0% |
| YTD | -49.8% | +13.3% | -63.2% | -49.3% |
| 1Y | -66.4% | +1.0% | -67.4% | -66.5% |
| 3Y | -94.8% | +1.3% | -96.1% | -94.5% |
| All | -94.8% | +0.7% | -95.5% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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