+219.1%
RCL vs UVXY
-99.7%
+318.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -1.1% |
| 7D | -1.9% | +2.8% | -4.7% | -1.2% |
| 30D | -15.5% | -11.4% | -4.2% | -17.7% |
| 3M | -9.7% | -41.5% | +31.9% | -19.0% |
| 6M | -8.7% | -61.0% | +52.3% | -22.9% |
| YTD | -5.8% | -49.8% | +44.1% | -13.4% |
| 1Y | -24.5% | -66.4% | +42.0% | -34.8% |
| 3Y | +173.9% | -94.8% | +268.7% | +109.6% |
| All | +219.1% | -99.7% | +318.7% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling