-99.5%
UVXY vs REPL
-35.0%
-64.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.6% |
| 7D | -22.1% | +1.2% | -23.3% | -21.9% |
| 30D | +8.2% | +92.2% | -84.0% | +16.0% |
| 3M | -12.3% | +44.1% | -56.4% | -8.2% |
| 6M | -51.0% | +313.0% | -364.0% | -39.1% |
| YTD | -49.9% | +125.2% | -175.1% | -38.4% |
| 1Y | -67.7% | +143.8% | -211.5% | -59.8% |
| 3Y | -94.1% | +104.2% | -198.3% | -89.1% |
| All | -99.5% | -35.0% | -64.5% | -99.5% |
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