-99.5%
UVXY vs URA
+25.6%
-125.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +2.0% |
| 7D | -22.1% | -1.5% | -20.5% | -21.9% |
| 30D | +8.2% | -10.4% | +18.6% | +1.4% |
| 3M | -12.3% | -29.6% | +17.3% | -35.0% |
| 6M | -51.0% | -40.3% | -10.7% | -67.8% |
| YTD | -49.9% | -25.5% | -24.4% | -53.5% |
| 1Y | -67.7% | -26.4% | -41.3% | -69.7% |
| 3Y | -94.1% | +31.4% | -125.5% | -82.7% |
| All | -99.5% | +25.6% | -125.1% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling