-100.0%
UVXY vs REPL
-19.2%
-80.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.4% | -4.4% | -7.2% |
| 7D | +2.8% | -14.1% | +16.9% | +0.4% |
| 30D | -11.4% | -15.2% | +3.9% | -13.5% |
| 3M | -41.5% | +49.9% | -91.4% | -33.2% |
| 6M | -61.0% | +63.5% | -124.6% | -48.6% |
| YTD | -49.8% | +32.9% | -82.8% | -36.3% |
| 1Y | -66.4% | +115.0% | -181.4% | -47.3% |
| 3Y | -94.8% | -34.7% | -60.1% | -91.5% |
| 5Y | -99.7% | -59.7% | -40.0% | -99.5% |
| All | -100.0% | -19.2% | -80.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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