-70.5%
UVXY vs Z
-54.2%
-16.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +9.4% | -23.5% | -10.8% |
| 7D | -6.3% | +10.2% | -16.5% | -2.5% |
| 30D | -2.7% | +23.7% | -26.4% | +6.0% |
| 3M | -29.9% | -6.6% | -23.4% | -31.6% |
| 6M | -56.5% | -23.0% | -33.5% | -62.1% |
| YTD | -54.8% | -50.3% | -4.5% | -68.5% |
| 1Y | -70.5% | -53.6% | -16.9% | -79.9% |
| All | -70.5% | -54.2% | -16.4% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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