+0.5%
RGTI vs UVXY
-70.9%
+71.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.4% |
| 7D | -2.5% | -5.0% | +2.5% | -4.5% |
| 30D | -9.4% | -20.5% | +11.1% | -17.6% |
| 3M | -37.1% | -36.6% | -0.5% | -45.9% |
| 6M | -14.4% | -56.9% | +42.5% | -32.3% |
| YTD | -31.4% | -51.2% | +19.8% | -40.2% |
| 1Y | +0.5% | -69.8% | +70.3% | -18.2% |
| All | +0.5% | -70.9% | +71.4% | -18.2% |
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