-90.0%
UXRP vs SPY
+18.8%
-108.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -0.8% |
| 7D | +7.3% | -0.4% | +7.7% | +10.2% |
| 30D | +75.7% | -1.4% | +77.0% | +88.5% |
| 3M | +30.9% | +3.7% | +27.2% | +8.7% |
| 6M | -19.3% | +13.0% | -32.3% | -57.0% |
| YTD | -64.4% | +12.4% | -76.8% | -77.8% |
| 1Y | -90.0% | +18.5% | -108.6% | -94.4% |
| All | -90.0% | +18.8% | -108.8% | -94.4% |
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