-99.9%
UVXY vs UPST
+7.9%
-107.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.2% |
| 7D | -5.0% | -3.5% | -1.4% | -5.9% |
| 30D | -20.5% | -7.1% | -13.4% | -21.9% |
| 3M | -36.6% | -13.1% | -23.5% | -37.7% |
| 6M | -56.9% | -1.1% | -55.8% | -54.6% |
| YTD | -51.2% | -35.9% | -15.4% | -53.2% |
| 1Y | -69.8% | -57.4% | -12.4% | -73.1% |
| 3Y | -95.1% | -14.9% | -80.2% | -92.7% |
| 5Y | -99.7% | -88.7% | -11.0% | -99.5% |
| All | -99.9% | +7.9% | -107.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling