-99.7%
UVXY vs INDA
+5.7%
-105.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.7% | -3.8% |
| 7D | +2.8% | -2.7% | +5.5% | -5.1% |
| 30D | -11.4% | -2.8% | -8.6% | -18.3% |
| 3M | -41.5% | +1.6% | -43.1% | -37.0% |
| 6M | -61.0% | -1.4% | -59.6% | -59.5% |
| YTD | -49.8% | -10.1% | -39.7% | -60.1% |
| 1Y | -66.4% | -8.8% | -57.7% | -71.8% |
| 3Y | -94.8% | +7.6% | -102.4% | -90.5% |
| All | -99.7% | +5.7% | -105.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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