-99.9%
UVXY vs UPST
-3.5%
-96.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.2% | +4.3% |
| 7D | +11.0% | -12.0% | +23.0% | +7.1% |
| 30D | -8.8% | -16.0% | +7.2% | -12.8% |
| 3M | -41.9% | -17.2% | -24.7% | -43.9% |
| 6M | -61.2% | -10.9% | -50.3% | -60.3% |
| YTD | -46.2% | -42.6% | -3.6% | -49.9% |
| 1Y | -65.2% | -59.8% | -5.4% | -69.6% |
| 3Y | -94.6% | -17.9% | -76.7% | -92.1% |
| 5Y | -99.7% | -90.7% | -9.0% | -99.5% |
| All | -99.9% | -3.5% | -96.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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