-70.5%
UVXY vs EOSE
-85.5%
+15.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +12.6% | -26.8% | -11.1% |
| 7D | -6.3% | +9.7% | -16.0% | -3.3% |
| 30D | -2.7% | -34.6% | +31.9% | -9.0% |
| 3M | -29.9% | -50.8% | +20.9% | -37.4% |
| 6M | -56.5% | -66.5% | +10.0% | -62.8% |
| YTD | -54.8% | -81.3% | +26.5% | -61.7% |
| 1Y | -70.5% | -84.8% | +14.3% | -75.4% |
| All | -70.5% | -85.5% | +15.0% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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