-99.7%
UVXY vs XYL
-16.2%
-83.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.0% |
| 7D | +2.8% | +1.2% | +1.6% | +5.3% |
| 30D | -11.4% | -11.9% | +0.6% | -31.4% |
| 3M | -41.5% | -1.5% | -40.0% | -43.3% |
| 6M | -61.0% | -11.9% | -49.1% | -68.8% |
| YTD | -49.8% | -20.6% | -29.3% | -66.3% |
| 1Y | -66.4% | -23.5% | -42.9% | -78.7% |
| 3Y | -94.8% | +14.9% | -109.6% | -88.1% |
| All | -99.7% | -16.2% | -83.5% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling