-100.0%
UVXY vs GEN
+443.0%
-543.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | -1.2% |
| 7D | -4.7% | -0.7% | -4.0% | -5.3% |
| 30D | -17.1% | +2.6% | -19.7% | -14.0% |
| 3M | -39.9% | +15.8% | -55.7% | -27.2% |
| 6M | -66.9% | +33.1% | -100.0% | -51.6% |
| YTD | -50.1% | +11.3% | -61.4% | -41.3% |
| 1Y | -68.3% | +1.7% | -70.0% | -66.4% |
| 3Y | -95.0% | +58.1% | -153.1% | -87.2% |
| 5Y | -99.7% | +20.6% | -120.3% | -99.3% |
| 10Y | -100.0% | +149.0% | -249.0% | -100.0% |
| All | -100.0% | +443.0% | -543.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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