-100.0%
UVXY vs Z
+17.0%
-117.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | -2.8% |
| 7D | -4.7% | -3.3% | -1.5% | -6.8% |
| 30D | -17.1% | -3.7% | -13.3% | -19.0% |
| 3M | -39.9% | -7.0% | -32.9% | -42.6% |
| 6M | -66.9% | -29.5% | -37.3% | -74.0% |
| YTD | -50.1% | -52.6% | +2.5% | -70.8% |
| 1Y | -68.3% | -64.0% | -4.3% | -84.8% |
| 3Y | -95.0% | -36.4% | -58.5% | -94.6% |
| 5Y | -99.7% | -65.8% | -33.9% | -99.7% |
| 10Y | -100.0% | -5.8% | -94.2% | -100.0% |
| All | -100.0% | +17.0% | -117.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling