-99.7%
UVXY vs PL
+82.1%
-181.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.2% |
| 7D | -5.0% | -9.3% | +4.3% | -8.6% |
| 30D | -20.5% | -18.9% | -1.6% | -26.7% |
| 3M | -36.6% | -58.4% | +21.8% | -53.5% |
| 6M | -56.9% | -30.3% | -26.6% | -58.7% |
| YTD | -51.2% | -8.1% | -43.1% | -46.0% |
| 1Y | -69.8% | +180.5% | -250.3% | -38.1% |
| 3Y | -95.1% | +444.1% | -539.2% | -76.0% |
| All | -99.7% | +82.1% | -181.8% | -98.5% |
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