-100.0%
UVXY vs TRU
+225.6%
-325.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.0% |
| 7D | +11.0% | -9.4% | +20.4% | -4.7% |
| 30D | -8.8% | -4.1% | -4.7% | -14.5% |
| 3M | -41.9% | +13.6% | -55.5% | -30.1% |
| 6M | -61.2% | +3.6% | -64.8% | -58.5% |
| YTD | -46.2% | -9.8% | -36.4% | -53.6% |
| 1Y | -65.2% | -13.6% | -51.6% | -71.3% |
| 3Y | -94.6% | -2.0% | -92.6% | -91.6% |
| 5Y | -99.7% | -35.8% | -63.9% | -99.7% |
| 10Y | -100.0% | +142.9% | -242.9% | -100.0% |
| All | -100.0% | +225.6% | -325.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling