-94.4%
UVXY vs PL
+544.4%
-638.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +14.5% | -34.7% | -14.4% |
| 7D | -5.6% | +10.9% | -16.5% | +1.5% |
| 30D | +12.8% | -16.4% | +29.2% | +10.4% |
| 3M | -14.8% | -39.9% | +25.1% | -25.6% |
| 6M | -49.0% | -63.2% | +14.2% | -61.1% |
| YTD | -48.8% | -27.1% | -21.6% | -44.6% |
| 1Y | -66.4% | +12.2% | -78.6% | -54.0% |
| 3Y | -94.4% | +584.3% | -678.7% | -67.9% |
| All | -94.4% | +544.4% | -638.8% | -67.9% |
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