-70.5%
UVXY vs COMP
+23.8%
-94.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +7.7% | -21.8% | -10.3% |
| 7D | -6.3% | +9.5% | -15.8% | -1.1% |
| 30D | -2.7% | +8.1% | -10.8% | +2.5% |
| 3M | -29.9% | -16.3% | -13.6% | -34.1% |
| 6M | -56.5% | +42.2% | -98.7% | -43.0% |
| YTD | -54.8% | -5.0% | -49.8% | -49.9% |
| 1Y | -70.5% | +20.1% | -90.6% | -56.9% |
| All | -70.5% | +23.8% | -94.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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