-91.3%
UXRP vs SPY
+23.4%
-114.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +5.4% |
| 7D | +8.7% | +0.5% | +8.2% | +6.6% |
| 30D | +80.2% | -0.9% | +81.1% | +89.2% |
| 3M | +26.0% | +3.9% | +22.1% | +3.9% |
| 6M | -14.6% | +14.5% | -29.1% | -58.4% |
| YTD | -63.3% | +12.9% | -76.2% | -77.8% |
| 1Y | -89.9% | +19.4% | -109.2% | -95.1% |
| All | -91.3% | +23.4% | -114.7% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling