+1,433.5%
RCL vs UVXY
-100.0%
+1,533.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -5.1% | -5.0% | -0.1% | -6.0% |
| 30D | -19.0% | -20.5% | +1.5% | -22.3% |
| 3M | -9.6% | -36.6% | +27.0% | -15.7% |
| 6M | -6.7% | -56.9% | +50.2% | -16.4% |
| YTD | -3.9% | -51.2% | +47.3% | -10.6% |
| 1Y | -25.1% | -69.8% | +44.7% | -34.8% |
| 3Y | +179.1% | -95.1% | +274.2% | +127.8% |
| 5Y | +243.3% | -99.7% | +343.0% | +117.1% |
| 10Y | +325.8% | -100.0% | +425.8% | +83.9% |
| All | +1,433.5% | -100.0% | +1,533.5% | +67.5% |
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