-95.2%
UVXY vs PL
+475.2%
-570.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.2% |
| 7D | -5.0% | -9.3% | +4.3% | -8.4% |
| 30D | -20.5% | -18.9% | -1.6% | -26.4% |
| 3M | -36.6% | -58.4% | +21.8% | -52.8% |
| 6M | -56.9% | -30.3% | -26.6% | -58.4% |
| YTD | -51.2% | -8.1% | -43.1% | -45.5% |
| 1Y | -69.8% | +180.5% | -250.3% | -36.7% |
| All | -95.2% | +475.2% | -570.5% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling