-100.0%
UVXY vs NTR
+97.9%
-197.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.2% |
| 7D | +2.8% | -1.3% | +4.1% | +1.4% |
| 30D | -11.4% | +16.8% | -28.1% | +6.1% |
| 3M | -41.5% | +20.7% | -62.3% | -27.7% |
| 6M | -61.0% | +0.5% | -61.6% | -62.4% |
| YTD | -49.8% | +29.2% | -79.0% | -34.0% |
| 1Y | -66.4% | +39.6% | -106.0% | -49.9% |
| 3Y | -94.8% | +37.9% | -132.6% | -91.3% |
| 5Y | -99.7% | +47.1% | -146.8% | -99.2% |
| All | -100.0% | +97.9% | -197.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling