-94.7%
UVXY vs COO
-27.8%
-66.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.2% | +8.7% | -3.8% |
| 7D | +2.3% | -9.0% | +11.2% | -6.8% |
| 30D | -15.0% | -16.8% | +1.8% | -29.5% |
| 3M | -39.8% | -7.5% | -32.3% | -43.9% |
| 6M | -60.0% | -16.3% | -43.8% | -66.3% |
| YTD | -48.8% | -22.5% | -26.3% | -59.5% |
| 1Y | -67.3% | -7.0% | -60.3% | -67.9% |
| All | -94.7% | -27.8% | -66.9% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling