-100.0%
UVXY vs UTHR
+1,269.8%
-1,369.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +4.3% |
| 7D | +2.3% | +3.0% | -0.7% | +5.3% |
| 30D | -15.0% | -4.3% | -10.7% | -18.9% |
| 3M | -39.8% | -8.4% | -31.4% | -45.1% |
| 6M | -60.0% | -4.2% | -55.8% | -61.4% |
| YTD | -48.8% | +4.0% | -52.9% | -44.6% |
| 1Y | -67.3% | +25.5% | -92.8% | -56.7% |
| 3Y | -94.8% | +125.1% | -220.0% | -85.3% |
| 5Y | -99.7% | +140.3% | -240.0% | -98.8% |
| 10Y | -100.0% | +322.5% | -422.5% | -100.0% |
| All | -100.0% | +1,269.8% | -1,369.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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