-100.0%
UVXY vs ZBRA
+1,064.6%
-1,164.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +4.8% |
| 7D | +11.0% | -3.8% | +14.8% | +5.5% |
| 30D | -8.8% | -10.2% | +1.4% | -21.1% |
| 3M | -41.9% | +58.7% | -100.6% | +11.5% |
| 6M | -61.2% | +61.9% | -123.1% | -19.5% |
| YTD | -46.2% | +41.7% | -87.9% | -4.3% |
| 1Y | -65.2% | +12.4% | -77.6% | -53.1% |
| 3Y | -94.6% | +34.2% | -128.8% | -83.3% |
| 5Y | -99.7% | -40.8% | -58.9% | -99.5% |
| 10Y | -100.0% | +420.3% | -520.3% | -100.0% |
| All | -100.0% | +1,064.6% | -1,164.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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