-94.8%
UVXY vs MKTX
-25.3%
-69.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +2.8% | -0.2% | +3.0% | +2.7% |
| 30D | -11.4% | +0.7% | -12.1% | -11.2% |
| 3M | -41.5% | +40.8% | -82.3% | -35.4% |
| 6M | -61.0% | -8.0% | -53.1% | -61.3% |
| YTD | -49.8% | -8.7% | -41.1% | -50.2% |
| 1Y | -66.4% | -11.8% | -54.6% | -67.1% |
| 3Y | -94.8% | -24.0% | -70.7% | -94.4% |
| All | -94.8% | -25.3% | -69.5% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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