-100.0%
UVXY vs PODD
+223.0%
-323.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.0% | -4.8% | -8.5% |
| 7D | +2.8% | -10.5% | +13.3% | -6.2% |
| 30D | -11.4% | -9.0% | -2.3% | -17.8% |
| 3M | -41.5% | -11.5% | -30.0% | -47.4% |
| 6M | -61.0% | -44.7% | -16.3% | -76.6% |
| YTD | -49.8% | -53.6% | +3.7% | -73.8% |
| 1Y | -66.4% | -61.0% | -5.5% | -84.7% |
| 3Y | -94.8% | -24.7% | -70.1% | -94.7% |
| 5Y | -99.7% | -55.5% | -44.2% | -99.7% |
| All | -100.0% | +223.0% | -323.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling