-65.2%
UVXY vs P
+17.1%
-82.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +3.9% |
| 7D | +11.0% | -4.1% | +15.2% | +9.2% |
| 30D | -8.8% | -14.0% | +5.2% | -13.9% |
| 3M | -41.9% | +41.4% | -83.3% | -28.8% |
| 6M | -61.2% | +54.2% | -115.3% | -46.9% |
| YTD | -46.2% | +40.4% | -86.6% | -27.4% |
| 1Y | -65.2% | +16.0% | -81.2% | -54.2% |
| All | -65.2% | +17.1% | -82.3% | -54.2% |
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