-25.1%
RCL vs UVXY
-70.9%
+45.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -5.1% | -5.0% | -0.1% | -6.2% |
| 30D | -19.0% | -20.5% | +1.5% | -23.1% |
| 3M | -9.6% | -36.6% | +27.0% | -17.5% |
| 6M | -6.7% | -56.9% | +50.2% | -20.0% |
| YTD | -3.9% | -51.2% | +47.3% | -14.4% |
| 1Y | -25.1% | -69.8% | +44.7% | -37.7% |
| All | -25.1% | -70.9% | +45.8% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling