-94.7%
UVXY vs UPST
-16.7%
-77.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +0.5% |
| 7D | +2.3% | -8.1% | +10.4% | -1.8% |
| 30D | -15.0% | -14.3% | -0.7% | -20.7% |
| 3M | -39.8% | -16.6% | -23.2% | -43.3% |
| 6M | -60.0% | -7.3% | -52.8% | -58.1% |
| YTD | -48.8% | -40.8% | -8.0% | -54.7% |
| 1Y | -67.3% | -62.4% | -4.9% | -75.2% |
| All | -94.7% | -16.7% | -77.9% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling