-69.8%
UVXY vs Z
-58.8%
-11.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | -0.1% |
| 7D | -5.0% | -3.0% | -2.0% | -5.9% |
| 30D | -20.5% | -4.2% | -16.4% | -21.6% |
| 3M | -36.6% | -3.7% | -32.9% | -37.3% |
| 6M | -56.9% | -24.5% | -32.4% | -61.6% |
| YTD | -51.2% | -49.3% | -1.9% | -63.2% |
| 1Y | -69.8% | -58.7% | -11.1% | -78.1% |
| All | -69.8% | -58.8% | -11.0% | -78.1% |
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