-60.0%
UVXY vs XYL
-9.8%
-50.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +1.4% |
| 7D | +2.3% | +0.8% | +1.4% | +3.1% |
| 30D | -15.0% | -10.8% | -4.2% | -25.0% |
| 3M | -39.8% | -2.5% | -37.3% | -37.3% |
| 6M | -60.0% | -12.2% | -47.9% | -62.7% |
| All | -60.0% | -9.8% | -50.2% | -62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling