-100.0%
UVXY vs UDR
+47.2%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -3.5% | +6.3% | -2.9% |
| 30D | -11.4% | -5.3% | -6.1% | -19.1% |
| 3M | -41.5% | -9.5% | -32.0% | -51.3% |
| 6M | -61.0% | -0.7% | -60.4% | -61.5% |
| YTD | -49.8% | -1.2% | -48.7% | -50.3% |
| 1Y | -66.4% | -5.7% | -60.7% | -68.8% |
| 3Y | -94.8% | +3.7% | -98.5% | -92.5% |
| 5Y | -99.7% | -18.9% | -80.8% | -99.6% |
| All | -100.0% | +47.2% | -147.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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