-100.0%
UVXY vs ULTA
+817.4%
-917.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -4.5% |
| 7D | +2.8% | -3.1% | +5.9% | -0.3% |
| 30D | -11.4% | +2.8% | -14.2% | -8.1% |
| 3M | -41.5% | +14.8% | -56.3% | -31.7% |
| 6M | -61.0% | -16.2% | -44.8% | -67.5% |
| YTD | -49.8% | -9.6% | -40.2% | -53.8% |
| 1Y | -66.4% | +4.8% | -71.2% | -62.9% |
| 3Y | -94.8% | +30.7% | -125.5% | -89.9% |
| 5Y | -99.7% | +45.9% | -145.6% | -99.1% |
| 10Y | -100.0% | +129.0% | -229.0% | -100.0% |
| All | -100.0% | +817.4% | -917.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling