-70.5%
UVXY vs MOD
-33.0%
-37.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -21.4% | +7.3% | -23.3% |
| 7D | -6.3% | -31.3% | +25.0% | -21.6% |
| 30D | -2.7% | -46.1% | +43.4% | -27.0% |
| 3M | -29.9% | -51.1% | +21.2% | -49.4% |
| 6M | -56.5% | -62.1% | +5.6% | -70.9% |
| YTD | -54.8% | -26.2% | -28.6% | -52.9% |
| 1Y | -70.5% | -32.6% | -38.0% | -68.3% |
| All | -70.5% | -33.0% | -37.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling