-70.5%
UVXY vs ULTA
+27.7%
-98.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.1% | -18.2% | -12.3% |
| 7D | -6.3% | +6.7% | -13.0% | -3.3% |
| 30D | -2.7% | +21.7% | -24.4% | +6.0% |
| 3M | -29.9% | +21.5% | -51.4% | -23.4% |
| 6M | -56.5% | +27.5% | -84.0% | -51.6% |
| YTD | -54.8% | +9.2% | -64.0% | -53.7% |
| 1Y | -70.5% | +27.9% | -98.4% | -65.8% |
| All | -70.5% | +27.7% | -98.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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