-100.0%
UVXY vs OUST
-62.3%
-37.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +2.9% |
| 7D | -26.5% | +19.9% | -46.4% | -20.5% |
| 30D | +8.8% | +3.6% | +5.3% | +16.5% |
| 3M | -14.7% | -20.6% | +6.0% | -15.1% |
| 6M | -51.5% | +35.1% | -86.5% | -35.9% |
| YTD | -51.7% | +69.1% | -120.8% | -25.3% |
| 1Y | -65.7% | +49.9% | -115.6% | -47.9% |
| 3Y | -94.4% | +642.4% | -736.8% | -77.0% |
| 5Y | -99.5% | -48.3% | -51.2% | -99.0% |
| All | -100.0% | -62.3% | -37.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling