-69.8%
UVXY vs P
+32.0%
-101.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +1.3% |
| 7D | -5.0% | +6.5% | -11.5% | -2.4% |
| 30D | -20.5% | +18.8% | -39.4% | -13.0% |
| 3M | -36.6% | +26.7% | -63.3% | -25.5% |
| 6M | -56.9% | +62.2% | -119.1% | -39.6% |
| YTD | -51.2% | +48.5% | -99.7% | -32.7% |
| 1Y | -69.8% | +26.4% | -96.2% | -61.3% |
| All | -69.8% | +32.0% | -101.8% | -61.3% |
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