-99.7%
UVXY vs OUST
-56.2%
-43.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +1.3% |
| 7D | -5.0% | +5.2% | -10.2% | -3.1% |
| 30D | -20.5% | -19.3% | -1.3% | -25.5% |
| 3M | -36.6% | -22.6% | -13.9% | -36.7% |
| 6M | -56.9% | +62.8% | -119.7% | -40.2% |
| YTD | -51.2% | +68.3% | -119.6% | -29.1% |
| 1Y | -69.8% | +28.5% | -98.3% | -57.3% |
| 3Y | -95.1% | +554.0% | -649.1% | -81.0% |
| All | -99.7% | -56.2% | -43.5% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling