+172.7%
RCL vs UVXY
-94.4%
+267.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | +0.7% |
| 7D | -2.5% | +11.0% | -13.5% | -0.4% |
| 30D | -15.7% | -8.8% | -6.9% | -17.1% |
| 3M | -3.6% | -41.9% | +38.3% | -12.3% |
| 6M | -8.7% | -61.2% | +52.5% | -21.0% |
| YTD | -6.2% | -46.2% | +40.0% | -11.7% |
| 1Y | -22.9% | -65.2% | +42.3% | -31.5% |
| All | +172.7% | -94.4% | +267.2% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling