-99.9%
UVXY vs OUST
-64.1%
-35.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.3% | +2.7% |
| 7D | +19.4% | +17.0% | +2.4% | +29.4% |
| 30D | +42.6% | -16.5% | +59.1% | +40.2% |
| 3M | +7.1% | -23.7% | +30.7% | +4.0% |
| 6M | -36.5% | +18.4% | -54.9% | -20.7% |
| YTD | -35.8% | +60.8% | -96.6% | -3.5% |
| 1Y | -58.4% | +44.2% | -102.6% | -38.4% |
| 3Y | -92.9% | +668.1% | -761.0% | -70.5% |
| 5Y | -99.4% | -48.8% | -50.6% | -98.7% |
| All | -99.9% | -64.1% | -35.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling