+54.2%
RGTI vs UVXY
-99.8%
+154.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | -1.4% |
| 7D | +0.5% | +2.8% | -2.3% | +1.5% |
| 30D | -17.1% | -11.4% | -5.7% | -19.8% |
| 3M | -26.0% | -41.5% | +15.5% | -35.7% |
| 6M | -9.9% | -61.0% | +51.2% | -27.5% |
| YTD | -31.1% | -49.8% | +18.8% | -37.7% |
| 1Y | -8.5% | -66.4% | +57.9% | -22.8% |
| 3Y | +652.2% | -94.8% | +747.0% | +530.7% |
| 5Y | +56.8% | -99.7% | +156.5% | +1.1% |
| All | +54.2% | -99.8% | +154.1% | -0.5% |
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