-100.0%
UVXY vs P
+535.2%
-635.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +2.0% |
| 7D | -22.1% | +11.6% | -33.7% | -12.5% |
| 30D | +8.2% | -23.7% | +31.9% | -6.3% |
| 3M | -12.3% | -8.0% | -4.4% | -9.1% |
| 6M | -51.0% | +27.9% | -78.9% | -28.0% |
| YTD | -49.9% | +61.2% | -111.1% | -0.7% |
| 1Y | -67.7% | +28.6% | -96.4% | -46.8% |
| 3Y | -94.1% | +200.5% | -294.6% | -61.9% |
| 5Y | -99.5% | +282.9% | -382.5% | -94.2% |
| 10Y | -100.0% | +665.9% | -765.9% | -100.0% |
| All | -100.0% | +535.2% | -635.2% | -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