-95.0%
UVXY vs P
+159.9%
-254.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +3.4% |
| 7D | -4.7% | +7.8% | -12.6% | +0.4% |
| 30D | -17.1% | +12.3% | -29.4% | -9.3% |
| 3M | -39.9% | +37.1% | -77.0% | -21.0% |
| 6M | -66.9% | +66.1% | -132.9% | -47.2% |
| YTD | -50.1% | +50.9% | -101.0% | -22.4% |
| 1Y | -68.3% | +27.2% | -95.5% | -53.8% |
| 3Y | -95.0% | +158.7% | -253.6% | -81.3% |
| All | -95.0% | +159.9% | -254.8% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling