+32.0%
RCL vs UVXY
-70.8%
+102.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -14.1% | +20.5% | +3.0% |
| 7D | +11.7% | -6.3% | +18.0% | +10.6% |
| 30D | +21.1% | -2.7% | +23.8% | +21.7% |
| 3M | +2.9% | -29.9% | +32.8% | -4.5% |
| 6M | +29.8% | -56.5% | +86.3% | +8.9% |
| YTD | +21.4% | -54.8% | +76.2% | +6.9% |
| 1Y | +32.0% | -70.5% | +102.6% | +8.9% |
| All | +32.0% | -70.8% | +102.8% | +8.9% |
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