-70.5%
UVXY vs RUN
-53.7%
-16.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.3% | -15.4% | -13.6% |
| 7D | -6.3% | +18.5% | -24.8% | +0.6% |
| 30D | -2.7% | +15.5% | -18.2% | +3.8% |
| 3M | -29.9% | -20.3% | -9.6% | -35.0% |
| 6M | -56.5% | -30.8% | -25.7% | -60.7% |
| YTD | -54.8% | -52.2% | -2.6% | -59.4% |
| 1Y | -70.5% | -53.9% | -16.6% | -73.2% |
| All | -70.5% | -53.7% | -16.8% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling