-95.4%
UXRP vs SPY
+21.6%
-117.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +2.4% | -15.7% | -24.2% |
| 7D | -24.0% | +0.1% | -24.1% | -26.6% |
| 30D | -40.4% | -3.3% | -37.1% | -30.3% |
| 3M | -5.6% | -2.4% | -3.2% | +7.3% |
| 6M | -56.4% | +2.6% | -59.0% | -61.2% |
| YTD | -80.8% | +11.2% | -92.0% | -87.4% |
| 1Y | -89.8% | +13.4% | -103.2% | -94.0% |
| All | -95.4% | +21.6% | -117.0% | -98.0% |
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