-69.8%
UVXY vs PR
+76.5%
-146.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -5.0% | +2.9% | -7.9% | -5.1% |
| 30D | -20.5% | +18.0% | -38.6% | -21.2% |
| 3M | -36.6% | +16.9% | -53.4% | -37.4% |
| 6M | -56.9% | +28.2% | -85.1% | -54.6% |
| YTD | -51.2% | +69.3% | -120.5% | -40.5% |
| 1Y | -69.8% | +69.5% | -139.3% | -59.8% |
| All | -69.8% | +76.5% | -146.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling