-91.5%
UXRP vs SPY
+24.1%
-115.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 6M | -28.4% | +13.0% | -41.4% | -61.1% |
| YTD | -64.2% | +13.5% | -77.8% | -78.9% |
| 1Y | -88.8% | +20.0% | -108.7% | -94.7% |
| All | -91.5% | +24.1% | -115.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling