-99.7%
UVXY vs MOD
+1,517.7%
-1,617.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +1.4% |
| 7D | -4.7% | +6.3% | -11.1% | -0.2% |
| 30D | -17.1% | -1.7% | -15.4% | -17.7% |
| 3M | -39.9% | -30.1% | -9.8% | -51.7% |
| 6M | -66.9% | +2.7% | -69.6% | -61.1% |
| YTD | -50.1% | +44.1% | -94.2% | -19.8% |
| 1Y | -68.3% | +38.7% | -107.1% | -47.2% |
| 3Y | -95.0% | +309.8% | -404.7% | -62.9% |
| 5Y | -99.7% | +1,569.7% | -1,669.4% | -90.6% |
| All | -99.7% | +1,517.7% | -1,617.4% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling