-94.8%
UVXY vs XYL
+15.7%
-110.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -5.9% |
| 7D | +2.8% | +1.2% | +1.6% | +5.5% |
| 30D | -11.4% | -11.9% | +0.6% | -33.1% |
| 3M | -41.5% | -1.5% | -40.0% | -43.1% |
| 6M | -61.0% | -11.9% | -49.1% | -69.8% |
| YTD | -49.8% | -20.6% | -29.3% | -68.5% |
| 1Y | -66.4% | -23.5% | -42.9% | -80.4% |
| 3Y | -94.8% | +14.9% | -109.6% | -86.3% |
| All | -94.8% | +15.7% | -110.4% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling