-100.0%
UVXY vs MOD
+920.5%
-1,020.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -2.9% |
| 7D | -3.3% | -17.8% | +14.5% | -15.1% |
| 30D | +12.0% | -43.2% | +55.2% | -23.6% |
| 3M | -15.5% | -46.0% | +30.6% | -43.6% |
| 6M | -49.4% | -62.2% | +12.9% | -72.5% |
| YTD | -49.1% | -22.8% | -26.3% | -46.7% |
| 1Y | -63.7% | -35.5% | -28.2% | -65.5% |
| 3Y | -94.1% | +128.2% | -222.3% | -73.4% |
| 5Y | -99.6% | +791.6% | -891.2% | -91.7% |
| 10Y | -100.0% | +886.3% | -986.3% | -100.0% |
| All | -100.0% | +920.5% | -1,020.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling