-34.5%
RBLX vs UVXY
-99.9%
+65.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.1% |
| 7D | +5.1% | +2.8% | +2.3% | +5.7% |
| 30D | +28.0% | -11.4% | +39.4% | +25.4% |
| 3M | +4.6% | -41.5% | +46.1% | -4.7% |
| 6M | -24.7% | -61.0% | +36.4% | -35.0% |
| YTD | -43.8% | -49.8% | +6.0% | -47.8% |
| 1Y | -65.8% | -66.4% | +0.7% | -69.9% |
| 3Y | +59.4% | -94.8% | +154.1% | +23.4% |
| 5Y | -48.2% | -99.7% | +51.5% | -73.5% |
| All | -34.5% | -99.9% | +65.4% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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