-100.0%
UVXY vs P
+684.8%
-784.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +2.4% |
| 7D | +11.0% | -4.1% | +15.2% | +7.0% |
| 30D | -8.8% | -14.0% | +5.2% | -20.5% |
| 3M | -41.9% | +41.4% | -83.3% | -15.7% |
| 6M | -61.2% | +54.2% | -115.3% | -36.4% |
| YTD | -46.2% | +40.4% | -86.6% | -14.5% |
| 1Y | -65.2% | +16.0% | -81.2% | -51.6% |
| 3Y | -94.6% | +140.7% | -235.2% | -72.1% |
| 5Y | -99.7% | +256.3% | -356.0% | -96.2% |
| All | -100.0% | +684.8% | -784.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling