-99.7%
UVXY vs COMP
-29.7%
-70.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.9% |
| 7D | -5.0% | +1.4% | -6.4% | -4.3% |
| 30D | -20.5% | -13.3% | -7.2% | -24.9% |
| 3M | -36.6% | +41.1% | -77.7% | -24.2% |
| 6M | -56.9% | +17.2% | -74.1% | -49.4% |
| YTD | -51.2% | +5.2% | -56.4% | -44.1% |
| 1Y | -69.8% | +18.9% | -88.7% | -62.7% |
| 3Y | -95.1% | +215.9% | -311.0% | -88.3% |
| All | -99.7% | -29.7% | -70.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling