-99.7%
UVXY vs UPST
-90.4%
-9.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +1.0% |
| 7D | +2.3% | -8.1% | +10.4% | -0.8% |
| 30D | -15.0% | -14.3% | -0.7% | -19.3% |
| 3M | -39.8% | -16.6% | -23.2% | -42.4% |
| 6M | -60.0% | -7.3% | -52.8% | -58.4% |
| YTD | -48.8% | -40.8% | -8.0% | -53.1% |
| 1Y | -67.3% | -62.4% | -4.9% | -73.3% |
| 3Y | -94.8% | -15.3% | -79.5% | -91.6% |
| 5Y | -99.7% | -91.1% | -8.6% | -99.6% |
| All | -99.7% | -90.4% | -9.2% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling