-67.3%
UVXY vs COMP
+13.3%
-80.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.2% |
| 7D | +2.3% | +0.8% | +1.4% | +2.8% |
| 30D | -15.0% | -13.9% | -1.2% | -20.2% |
| 3M | -39.8% | +30.7% | -70.5% | -29.2% |
| 6M | -60.0% | +18.7% | -78.7% | -52.6% |
| YTD | -48.8% | +1.0% | -49.9% | -42.0% |
| 1Y | -67.3% | +15.1% | -82.4% | -59.8% |
| All | -67.3% | +13.3% | -80.6% | -59.8% |
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 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