-69.8%
UVXY vs NLY
+20.9%
-90.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.5% |
| 7D | -5.0% | -1.0% | -4.0% | -6.5% |
| 30D | -20.5% | +0.6% | -21.2% | -19.5% |
| 3M | -36.6% | +10.8% | -47.4% | -22.4% |
| 6M | -56.9% | +6.2% | -63.1% | -47.4% |
| YTD | -51.2% | +9.0% | -60.2% | -37.5% |
| 1Y | -69.8% | +19.3% | -89.1% | -49.7% |
| All | -69.8% | +20.9% | -90.6% | -49.7% |
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