-69.8%
UVXY vs XYL
-23.4%
-46.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | -2.2% |
| 7D | -5.0% | -5.0% | +0.1% | -11.5% |
| 30D | -20.5% | -13.2% | -7.3% | -34.8% |
| 3M | -36.6% | -3.7% | -32.9% | -37.2% |
| 6M | -56.9% | -17.7% | -39.2% | -65.7% |
| YTD | -51.2% | -21.5% | -29.7% | -62.8% |
| 1Y | -69.8% | -24.5% | -45.3% | -78.5% |
| All | -69.8% | -23.4% | -46.4% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling