-99.8%
UVXY vs PL
+75.7%
-175.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +1.2% |
| 7D | +2.3% | -13.9% | +16.1% | -3.7% |
| 30D | -15.0% | -25.5% | +10.4% | -24.3% |
| 3M | -39.8% | -44.8% | +4.9% | -51.5% |
| 6M | -60.0% | -33.3% | -26.7% | -62.4% |
| YTD | -48.8% | -12.7% | -36.2% | -44.5% |
| 1Y | -67.3% | +90.9% | -158.2% | -45.2% |
| 3Y | -94.8% | +528.5% | -623.3% | -73.2% |
| 5Y | -99.7% | +72.7% | -172.4% | -98.6% |
| All | -99.8% | +75.7% | -175.6% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling