-66.4%
UVXY vs NTR
+39.1%
-105.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.8% |
| 7D | +2.8% | -1.3% | +4.1% | +2.7% |
| 30D | -11.4% | +16.8% | -28.1% | -11.3% |
| 3M | -41.5% | +20.7% | -62.3% | -41.2% |
| 6M | -61.0% | +0.5% | -61.6% | -61.3% |
| YTD | -49.8% | +29.2% | -79.0% | -42.8% |
| 1Y | -66.4% | +39.6% | -106.0% | -59.2% |
| All | -66.4% | +39.1% | -105.5% | -59.2% |
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