-88.8%
UXRP vs SPY
+20.8%
-109.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -7.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.5% |
| 30D | +59.9% | +0.1% | +59.8% | +59.7% |
| 3M | +23.1% | +2.0% | +21.1% | +13.6% |
| 6M | -28.4% | +13.0% | -41.4% | -60.7% |
| YTD | -64.2% | +13.5% | -77.8% | -78.7% |
| 1Y | -88.8% | +20.0% | -108.7% | -93.3% |
| All | -88.8% | +20.8% | -109.6% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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