-100.0%
UVXY vs P
+485.4%
-585.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +1.9% |
| 7D | -5.0% | +6.5% | -11.5% | +0.6% |
| 30D | -20.5% | +18.8% | -39.4% | -6.7% |
| 3M | -36.6% | +26.7% | -63.3% | -16.7% |
| 6M | -56.9% | +62.2% | -119.1% | -26.8% |
| YTD | -51.2% | +48.5% | -99.7% | -19.6% |
| 1Y | -69.8% | +26.4% | -96.2% | -54.8% |
| 3Y | -95.1% | +159.4% | -254.5% | -74.3% |
| 5Y | -99.7% | +275.8% | -375.5% | -96.3% |
| 10Y | -100.0% | +732.0% | -832.0% | -100.0% |
| All | -100.0% | +485.4% | -585.4% | -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