-66.4%
UVXY vs NYT
+17.8%
-84.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.2% | -6.8% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | -11.4% | +4.6% | -15.9% | -11.2% |
| 3M | -41.5% | -9.6% | -31.9% | -41.5% |
| 6M | -61.0% | -14.0% | -47.0% | -61.0% |
| YTD | -49.8% | -2.8% | -47.0% | -49.4% |
| 1Y | -66.4% | +15.6% | -82.0% | -64.9% |
| All | -66.4% | +17.8% | -84.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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