-63.4%
UVXY vs OUST
+42.6%
-106.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +10.8% | -31.1% | -16.0% |
| 7D | -5.6% | +36.7% | -42.3% | +9.6% |
| 30D | +12.8% | -3.3% | +16.1% | +19.5% |
| 3M | -14.8% | -11.1% | -3.7% | -10.5% |
| 6M | -49.0% | +53.1% | -102.1% | -25.7% |
| YTD | -48.8% | +78.2% | -127.0% | -6.5% |
| All | -63.4% | +42.6% | -106.0% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling