-94.4%
UVXY vs UDR
+3.4%
-97.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +3.9% |
| 7D | +11.0% | -3.4% | +14.4% | +5.0% |
| 30D | -8.8% | -5.4% | -3.3% | -17.0% |
| 3M | -41.9% | -10.0% | -31.9% | -52.2% |
| 6M | -61.2% | -2.5% | -58.6% | -62.6% |
| YTD | -46.2% | -1.1% | -45.1% | -45.9% |
| 1Y | -65.2% | -3.9% | -61.3% | -66.5% |
| All | -94.4% | +3.4% | -97.7% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling