-69.8%
UVXY vs NTR
+43.1%
-112.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | -5.0% | +8.1% | -13.1% | -4.9% |
| 30D | -20.5% | +18.8% | -39.3% | -20.4% |
| 3M | -36.6% | +16.2% | -52.8% | -36.2% |
| 6M | -56.9% | +9.8% | -66.7% | -55.7% |
| YTD | -51.2% | +30.9% | -82.1% | -44.4% |
| 1Y | -69.8% | +41.8% | -111.5% | -63.3% |
| All | -69.8% | +43.1% | -112.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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