-67.3%
UVXY vs MOD
+34.0%
-101.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +0.8% |
| 7D | +2.3% | +3.6% | -1.3% | +4.3% |
| 30D | -15.0% | -2.6% | -12.4% | -15.7% |
| 3M | -39.8% | -33.1% | -6.7% | -49.0% |
| 6M | -60.0% | -7.5% | -52.5% | -56.4% |
| YTD | -48.8% | +39.3% | -88.1% | -30.2% |
| 1Y | -67.3% | +34.3% | -101.6% | -54.0% |
| All | -67.3% | +34.0% | -101.3% | -54.0% |
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 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