-99.9%
UVXY vs COMP
-53.0%
-46.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -4.0% |
| 7D | -3.3% | +7.2% | -10.5% | +2.3% |
| 30D | +12.0% | +6.4% | +5.6% | +19.0% |
| 3M | -15.5% | -19.4% | +3.9% | -19.5% |
| 6M | -49.4% | +14.6% | -63.9% | -42.2% |
| YTD | -49.1% | -5.5% | -43.6% | -42.1% |
| 1Y | -63.7% | +13.7% | -77.3% | -54.9% |
| 3Y | -94.1% | +409.7% | -503.8% | -83.0% |
| 5Y | -99.6% | -17.0% | -82.5% | -99.2% |
| All | -99.9% | -53.0% | -46.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling