-99.9%
UVXY vs COMP
-52.3%
-47.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.1% | +10.3% | +3.0% |
| 7D | +11.0% | -8.4% | +19.4% | +7.2% |
| 30D | -8.8% | -20.2% | +11.4% | -16.6% |
| 3M | -41.9% | +28.1% | -70.0% | -33.4% |
| 6M | -61.2% | +14.9% | -76.0% | -55.2% |
| YTD | -46.2% | -4.2% | -42.0% | -40.7% |
| 1Y | -65.2% | +10.2% | -75.4% | -58.3% |
| 3Y | -94.6% | +203.3% | -297.9% | -87.4% |
| 5Y | -99.7% | -29.2% | -70.5% | -99.5% |
| All | -99.9% | -52.3% | -47.5% | -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