-99.7%
UVXY vs REPL
-58.5%
-41.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.4% | +13.5% | +4.4% |
| 7D | +11.0% | -13.4% | +24.4% | +9.6% |
| 30D | -8.8% | -3.0% | -5.8% | -8.8% |
| 3M | -41.9% | +56.3% | -98.2% | -36.6% |
| 6M | -61.2% | +60.9% | -122.1% | -53.9% |
| YTD | -46.2% | +36.2% | -82.4% | -37.2% |
| 1Y | -65.2% | +121.0% | -186.2% | -53.0% |
| 3Y | -94.6% | -32.8% | -61.7% | -93.1% |
| 5Y | -99.7% | -58.7% | -41.0% | -99.7% |
| All | -99.7% | -58.5% | -41.2% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling