-95.2%
UVXY vs MOD
+331.6%
-426.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +4.0% |
| 7D | -5.0% | +9.6% | -14.6% | +2.0% |
| 30D | -20.5% | 0.0% | -20.6% | -20.2% |
| 3M | -36.6% | -35.4% | -1.2% | -52.2% |
| 6M | -56.9% | -7.3% | -49.6% | -52.3% |
| YTD | -51.2% | +45.8% | -97.0% | -18.5% |
| 1Y | -69.8% | +43.1% | -112.9% | -46.6% |
| All | -95.2% | +331.6% | -426.9% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling