-100.0%
UVXY vs M
+59.6%
-159.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +2.7% |
| 7D | -5.0% | +4.7% | -9.7% | -1.4% |
| 30D | -20.5% | -9.6% | -10.9% | -26.7% |
| 3M | -36.6% | +0.9% | -37.4% | -35.2% |
| 6M | -56.9% | +22.3% | -79.2% | -47.5% |
| YTD | -51.2% | +6.5% | -57.7% | -45.6% |
| 1Y | -69.8% | +38.8% | -108.5% | -56.8% |
| 3Y | -95.1% | +115.9% | -211.0% | -85.2% |
| 5Y | -99.7% | +28.6% | -128.3% | -99.0% |
| 10Y | -100.0% | -2.5% | -97.5% | -100.0% |
| All | -100.0% | +59.6% | -159.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling