-100.0%
UVXY vs TRU
+152.8%
-252.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +3.3% |
| 7D | +4.0% | -1.3% | +5.3% | +2.2% |
| 30D | -9.3% | -1.9% | -7.4% | -11.6% |
| 3M | -36.5% | +19.4% | -55.9% | -17.9% |
| 6M | -65.1% | +13.1% | -78.2% | -57.2% |
| YTD | -49.3% | -7.6% | -41.6% | -53.9% |
| 1Y | -66.0% | -13.5% | -52.5% | -71.4% |
| 3Y | -94.3% | -1.8% | -92.5% | -91.2% |
| 5Y | -99.7% | -31.9% | -67.8% | -99.7% |
| 10Y | -100.0% | +152.8% | -252.8% | -100.0% |
| All | -100.0% | +152.8% | -252.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling