-65.6%
UVXY vs WOLF
+44.0%
-109.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.8% | -6.0% |
| 7D | +2.8% | -8.6% | +11.4% | +0.8% |
| 30D | -11.4% | -18.3% | +6.9% | -14.9% |
| 3M | -41.5% | -43.1% | +1.6% | -46.3% |
| 6M | -61.0% | +42.4% | -103.5% | -46.6% |
| YTD | -49.8% | +48.9% | -98.7% | -29.0% |
| All | -65.6% | +44.0% | -109.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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