-60.0%
UVXY vs LEN
-17.9%
-42.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.9% |
| 7D | +2.3% | -3.4% | +5.7% | -0.2% |
| 30D | -15.0% | -5.7% | -9.4% | -18.4% |
| 3M | -39.8% | -12.2% | -27.6% | -45.3% |
| 6M | -60.0% | -18.3% | -41.8% | -66.7% |
| All | -60.0% | -17.9% | -42.1% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 6mo: compounded portfolio wealth divided by compounded LEN 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…
6mo analysis · Full analysis span regression · 6 months rolling