-100.0%
UVXY vs REPL
+36.8%
-136.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.6% |
| 7D | -22.1% | +1.2% | -23.3% | -21.8% |
| 30D | +8.2% | +92.2% | -84.0% | +21.8% |
| 3M | -12.3% | +44.1% | -56.4% | -5.3% |
| 6M | -51.0% | +313.0% | -364.0% | -29.7% |
| YTD | -49.9% | +125.2% | -175.1% | -29.6% |
| 1Y | -67.7% | +143.8% | -211.5% | -53.6% |
| 3Y | -94.1% | +104.2% | -198.3% | -86.1% |
| 5Y | -99.5% | -34.5% | -65.0% | -99.1% |
| All | -100.0% | +36.8% | -136.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling