-100.0%
UVXY vs COO
+271.1%
-371.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | -2.5% |
| 7D | -4.7% | -2.3% | -2.4% | -8.4% |
| 30D | -17.1% | -8.8% | -8.3% | -29.6% |
| 3M | -39.9% | +1.3% | -41.3% | -38.8% |
| 6M | -66.9% | -11.6% | -55.3% | -73.1% |
| YTD | -50.1% | -17.4% | -32.7% | -62.9% |
| 1Y | -68.3% | -1.6% | -66.7% | -67.1% |
| 3Y | -95.0% | -22.6% | -72.3% | -95.8% |
| 5Y | -99.7% | -40.3% | -59.3% | -99.8% |
| 10Y | -100.0% | +45.2% | -145.2% | -100.0% |
| All | -100.0% | +271.1% | -371.1% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling