-54.8%
UVXY vs TEVA
+81.2%
-135.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -0.2% | +45.5% | +45.3% |
| 7D | +41.0% | +0.7% | +40.2% | +41.6% |
| 30D | +46.9% | +6.8% | +40.1% | +52.9% |
| 3M | +7.0% | +20.3% | -13.3% | +20.4% |
| 6M | -37.0% | +16.5% | -53.5% | -33.7% |
| YTD | -34.3% | +33.9% | -68.2% | -11.2% |
| 1Y | -54.8% | +69.8% | -124.6% | -17.5% |
| All | -54.8% | +81.2% | -135.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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