-100.0%
UVXY vs URA
+66.4%
-166.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +6.8% |
| 7D | -4.7% | +8.1% | -12.8% | +6.7% |
| 30D | -17.1% | +5.8% | -22.8% | -9.4% |
| 3M | -39.9% | +3.4% | -43.4% | -33.9% |
| 6M | -66.9% | -2.6% | -64.2% | -64.0% |
| YTD | -50.1% | +11.2% | -61.3% | -31.1% |
| 1Y | -68.3% | +19.8% | -88.2% | -49.8% |
| 3Y | -95.0% | +121.5% | -216.4% | -67.2% |
| 5Y | -99.7% | +134.5% | -234.1% | -96.2% |
| 10Y | -100.0% | +376.7% | -476.7% | -99.9% |
| All | -100.0% | +66.4% | -166.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling