-100.0%
UVXY vs OUST
-62.6%
-37.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +1.4% |
| 7D | +2.3% | +4.0% | -1.8% | +3.7% |
| 30D | -15.0% | -14.0% | -1.0% | -18.6% |
| 3M | -39.8% | -5.9% | -33.9% | -36.3% |
| 6M | -60.0% | +76.4% | -136.4% | -43.5% |
| YTD | -48.8% | +67.5% | -116.3% | -26.1% |
| 1Y | -67.3% | +27.1% | -94.4% | -54.1% |
| 3Y | -94.8% | +619.0% | -713.9% | -79.7% |
| 5Y | -99.7% | -54.9% | -44.7% | -99.3% |
| All | -100.0% | -62.6% | -37.3% | -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