-100.0%
UVXY vs WY
+153.7%
-253.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.8% | +0.2% |
| 7D | +11.0% | -3.7% | +14.7% | +3.8% |
| 30D | -8.8% | -11.3% | +2.5% | -27.0% |
| 3M | -41.9% | -8.1% | -33.8% | -51.2% |
| 6M | -61.2% | -7.4% | -53.8% | -66.1% |
| YTD | -46.2% | -4.7% | -41.5% | -50.7% |
| 1Y | -65.2% | -9.2% | -56.0% | -70.9% |
| 3Y | -94.6% | -24.7% | -69.9% | -95.8% |
| 5Y | -99.7% | -21.6% | -78.1% | -99.6% |
| 10Y | -100.0% | +6.7% | -106.7% | -100.0% |
| All | -100.0% | +153.7% | -253.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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