-94.8%
UVXY vs JAAA
+19.0%
-113.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -4.6% |
| 7D | +2.8% | +0.1% | +2.7% | +5.2% |
| 30D | -11.4% | +0.5% | -11.9% | +2.7% |
| 3M | -41.5% | +1.3% | -42.8% | -17.0% |
| 6M | -61.0% | +2.8% | -63.8% | -14.9% |
| YTD | -49.8% | +3.3% | -53.1% | +25.5% |
| 1Y | -66.4% | +4.9% | -71.4% | +29.0% |
| 3Y | -94.8% | +19.0% | -113.7% | -69.0% |
| All | -94.8% | +19.0% | -113.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling