-100.0%
UVXY vs URA
+346.2%
-446.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.3% | -3.5% | -10.9% |
| 7D | +2.8% | -5.5% | +8.3% | -4.4% |
| 30D | -11.4% | -3.7% | -7.7% | -14.8% |
| 3M | -41.5% | -2.9% | -38.6% | -41.5% |
| 6M | -61.0% | -15.2% | -45.8% | -64.5% |
| YTD | -49.8% | +1.9% | -51.7% | -39.0% |
| 1Y | -66.4% | +6.9% | -73.4% | -55.0% |
| 3Y | -94.8% | +99.6% | -194.4% | -74.4% |
| 5Y | -99.7% | +101.2% | -200.9% | -97.6% |
| All | -100.0% | +346.2% | -446.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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