-100.0%
UVXY vs P
+547.6%
-647.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +7.4% |
| 7D | -26.5% | +17.8% | -44.3% | -13.4% |
| 30D | +8.8% | -29.9% | +38.7% | -12.2% |
| 3M | -14.7% | -1.2% | -13.5% | -5.7% |
| 6M | -51.5% | +32.1% | -83.6% | -26.6% |
| YTD | -51.7% | +64.3% | -116.0% | -2.6% |
| 1Y | -65.7% | +24.3% | -90.0% | -45.1% |
| 3Y | -94.4% | +203.2% | -297.6% | -63.6% |
| 5Y | -99.5% | +290.4% | -390.0% | -94.3% |
| 10Y | -100.0% | +680.9% | -780.9% | -100.0% |
| All | -100.0% | +547.6% | -647.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling