-100.0%
UVXY vs COO
+281.5%
-381.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -8.5% |
| 30D | -20.5% | -7.0% | -13.5% | -30.4% |
| 3M | -36.6% | +12.2% | -48.8% | -24.1% |
| 6M | -56.9% | -15.1% | -41.8% | -67.0% |
| YTD | -51.2% | -15.1% | -36.1% | -62.0% |
| 1Y | -69.8% | +2.3% | -72.1% | -66.3% |
| 3Y | -95.1% | -23.7% | -71.4% | -96.0% |
| 5Y | -99.7% | -38.9% | -60.7% | -99.8% |
| 10Y | -100.0% | +49.9% | -149.9% | -100.0% |
| All | -100.0% | +281.5% | -381.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling