-99.5%
UVXY vs PL
+37.0%
-136.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +14.5% | -34.7% | -14.1% |
| 7D | -5.6% | +10.9% | -16.5% | +1.8% |
| 30D | +12.8% | -16.4% | +29.2% | +9.9% |
| 3M | -14.8% | -39.9% | +25.1% | -26.6% |
| 6M | -49.0% | -63.2% | +14.2% | -62.0% |
| YTD | -48.8% | -27.1% | -21.6% | -45.4% |
| 1Y | -66.4% | +12.2% | -78.6% | -54.6% |
| 3Y | -94.4% | +584.3% | -678.7% | -68.9% |
| 5Y | -99.5% | +37.0% | -136.5% | -98.2% |
| All | -99.5% | +37.0% | -136.5% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling