-67.3%
UVXY vs PL
+99.3%
-166.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +1.8% |
| 7D | +2.3% | -13.9% | +16.1% | -1.0% |
| 30D | -15.0% | -25.5% | +10.4% | -20.2% |
| 3M | -39.8% | -44.8% | +4.9% | -46.2% |
| 6M | -60.0% | -33.3% | -26.7% | -60.9% |
| YTD | -48.8% | -12.7% | -36.2% | -43.5% |
| 1Y | -67.3% | +90.9% | -158.2% | -57.8% |
| All | -67.3% | +99.3% | -166.6% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling