-100.0%
UVXY vs XLRE
+109.5%
-209.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -4.4% |
| 7D | +2.8% | -1.2% | +4.0% | -0.1% |
| 30D | -11.4% | -2.4% | -9.0% | -16.9% |
| 3M | -41.5% | -2.5% | -39.0% | -46.3% |
| 6M | -61.0% | +4.0% | -65.0% | -55.9% |
| YTD | -49.8% | +9.3% | -59.1% | -34.2% |
| 1Y | -66.4% | +5.6% | -72.0% | -59.2% |
| 3Y | -94.8% | +31.3% | -126.0% | -83.6% |
| 5Y | -99.7% | +9.5% | -109.2% | -99.2% |
| 10Y | -100.0% | +89.0% | -189.0% | -100.0% |
| All | -100.0% | +109.5% | -209.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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