-94.7%
UVXY vs M
+106.8%
-201.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | -0.9% |
| 7D | +2.3% | -4.1% | +6.3% | -1.0% |
| 30D | -15.0% | -13.6% | -1.4% | -24.6% |
| 3M | -39.8% | -2.3% | -37.5% | -40.0% |
| 6M | -60.0% | +21.9% | -82.0% | -50.7% |
| YTD | -48.8% | -0.6% | -48.3% | -45.6% |
| 1Y | -67.3% | +29.7% | -97.0% | -54.2% |
| All | -94.7% | +106.8% | -201.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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