-100.0%
UVXY vs VO
+552.7%
-652.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +0.7% |
| 7D | +11.0% | -2.5% | +13.5% | -1.5% |
| 30D | -8.8% | -3.2% | -5.5% | -22.0% |
| 3M | -41.9% | +3.9% | -45.8% | -28.0% |
| 6M | -61.2% | +9.6% | -70.8% | -33.1% |
| YTD | -46.2% | +11.6% | -57.8% | +7.0% |
| 1Y | -65.2% | +12.6% | -77.8% | -22.6% |
| 3Y | -94.6% | +55.4% | -150.0% | +22.3% |
| 5Y | -99.7% | +41.8% | -141.5% | -91.5% |
| 10Y | -100.0% | +196.4% | -296.4% | -96.3% |
| All | -100.0% | +552.7% | -652.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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