-63.7%
UVXY vs COMP
+16.2%
-79.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -4.9% |
| 7D | -3.3% | +7.2% | -10.5% | +3.3% |
| 30D | +12.0% | +6.4% | +5.6% | +20.1% |
| 3M | -15.5% | -19.4% | +3.9% | -20.0% |
| 6M | -49.4% | +14.6% | -63.9% | -40.9% |
| YTD | -49.1% | -5.5% | -43.6% | -42.7% |
| 1Y | -63.7% | +13.7% | -77.3% | -51.6% |
| All | -63.7% | +16.2% | -79.9% | -51.6% |
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