-100.0%
UVXY vs REPL
-6.0%
-94.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.4% |
| 7D | -5.0% | -3.0% | -2.0% | -5.5% |
| 30D | -20.5% | +27.1% | -47.7% | -17.0% |
| 3M | -36.6% | +52.4% | -89.0% | -27.5% |
| 6M | -56.9% | +107.4% | -164.4% | -40.7% |
| YTD | -51.2% | +54.7% | -105.9% | -36.5% |
| 1Y | -69.8% | +158.9% | -228.6% | -50.9% |
| 3Y | -95.1% | -23.7% | -71.3% | -91.8% |
| 5Y | -99.7% | -54.3% | -45.3% | -99.4% |
| All | -100.0% | -6.0% | -94.0% | -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