-66.4%
UVXY vs RUN
-47.1%
-19.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -7.1% |
| 7D | +2.8% | -3.7% | +6.5% | +1.2% |
| 30D | -11.4% | -13.0% | +1.6% | -15.9% |
| 3M | -41.5% | -31.8% | -9.7% | -49.3% |
| 6M | -61.0% | -32.2% | -28.8% | -64.5% |
| YTD | -49.8% | -53.5% | +3.6% | -56.7% |
| 1Y | -66.4% | -46.5% | -19.9% | -70.9% |
| All | -66.4% | -47.1% | -19.4% | -70.9% |
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