-70.5%
UVXY vs P
+19.7%
-90.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -5.0% | -9.1% | -16.1% |
| 7D | -6.3% | -19.4% | +13.1% | -14.0% |
| 30D | -2.7% | -22.3% | +19.6% | -10.6% |
| 3M | -29.9% | +33.2% | -63.1% | -18.2% |
| 6M | -56.5% | +53.6% | -110.1% | -42.6% |
| YTD | -54.8% | +66.8% | -121.6% | -33.8% |
| 1Y | -70.5% | +17.5% | -88.1% | -60.3% |
| All | -70.5% | +19.7% | -90.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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