-70.5%
UVXY vs COO
-7.7%
-62.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.9% | -20.0% | -10.0% |
| 7D | -6.3% | +8.4% | -14.7% | -0.2% |
| 30D | -2.7% | +13.5% | -16.2% | +6.6% |
| 3M | -29.9% | -13.8% | -16.2% | -39.1% |
| 6M | -56.5% | +4.7% | -61.2% | -52.3% |
| YTD | -54.8% | -21.4% | -33.4% | -68.4% |
| 1Y | -70.5% | -6.7% | -63.8% | -73.3% |
| All | -70.5% | -7.7% | -62.9% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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