-99.7%
UVXY vs COO
-51.8%
-47.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -14.7% | +19.8% | -12.7% |
| 7D | +11.0% | -23.3% | +34.3% | -19.4% |
| 30D | -8.8% | -29.5% | +20.7% | -40.5% |
| 3M | -41.9% | -20.0% | -21.9% | -55.3% |
| 6M | -61.2% | -27.2% | -34.0% | -73.3% |
| YTD | -46.2% | -33.9% | -12.3% | -66.6% |
| 1Y | -65.2% | -19.9% | -45.3% | -71.4% |
| 3Y | -94.6% | -38.1% | -56.5% | -96.0% |
| 5Y | -99.7% | -52.0% | -47.7% | -99.8% |
| All | -99.7% | -51.8% | -47.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling