-94.1%
UVXY vs REPL
+97.7%
-191.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -22.1% | +1.2% | -23.3% | -22.0% |
| 30D | +8.2% | +92.2% | -84.0% | +12.9% |
| 3M | -12.3% | +44.1% | -56.4% | -9.8% |
| 6M | -51.0% | +313.0% | -364.0% | -44.2% |
| YTD | -49.9% | +125.2% | -175.1% | -43.2% |
| 1Y | -67.7% | +143.8% | -211.5% | -63.1% |
| 3Y | -94.1% | +104.2% | -198.3% | -91.3% |
| All | -94.1% | +97.7% | -191.8% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling