-100.0%
UVXY vs MKTX
+675.6%
-775.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +2.8% | -0.2% | +3.0% | +2.6% |
| 30D | -11.4% | +0.7% | -12.1% | -10.7% |
| 3M | -41.5% | +40.8% | -82.3% | -16.2% |
| 6M | -61.0% | -8.0% | -53.1% | -64.0% |
| YTD | -49.8% | -8.7% | -41.1% | -54.1% |
| 1Y | -66.4% | -11.8% | -54.6% | -70.5% |
| 3Y | -94.8% | -24.0% | -70.7% | -95.8% |
| 5Y | -99.7% | -60.3% | -39.4% | -99.9% |
| 10Y | -100.0% | +5.0% | -105.0% | -100.0% |
| All | -100.0% | +675.6% | -775.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling