-54.8%
UVXY vs NLY
+0.3%
-55.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -0.4% | +45.8% | +44.7% |
| 7D | +41.0% | +2.1% | +38.9% | +47.0% |
| 30D | +46.9% | +2.3% | +44.6% | +52.4% |
| 3M | +7.0% | -13.7% | +20.7% | -15.2% |
| 6M | -37.0% | -9.6% | -27.4% | -45.5% |
| YTD | -34.3% | -6.5% | -27.8% | -36.2% |
| 1Y | -54.8% | -0.6% | -54.2% | -52.1% |
| All | -54.8% | +0.3% | -55.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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