-61.0%
UVXY vs NTR
+3.8%
-64.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.6% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | -11.4% | +16.8% | -28.1% | -17.1% |
| 3M | -41.5% | +20.7% | -62.3% | -45.8% |
| 6M | -61.0% | +0.5% | -61.6% | -58.4% |
| All | -61.0% | +3.8% | -64.8% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling