-100.0%
UVXY vs PODD
+872.6%
-972.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | -0.4% |
| 7D | +2.3% | -6.9% | +9.2% | -4.3% |
| 30D | -15.0% | -3.5% | -11.6% | -17.5% |
| 3M | -39.8% | -13.6% | -26.2% | -48.1% |
| 6M | -60.0% | -42.6% | -17.4% | -77.0% |
| YTD | -48.8% | -51.5% | +2.6% | -74.7% |
| 1Y | -67.3% | -60.9% | -6.4% | -86.7% |
| 3Y | -94.8% | -19.8% | -75.1% | -94.6% |
| 5Y | -99.7% | -54.4% | -45.3% | -99.7% |
| 10Y | -100.0% | +236.1% | -336.1% | -100.0% |
| All | -100.0% | +872.6% | -972.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling