-10.1%
RIG vs UVXY
-62.8%
+52.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.8% | +5.0% | -1.8% |
| 7D | -3.1% | +2.8% | -5.9% | -3.0% |
| 30D | -0.5% | -11.4% | +10.8% | -0.7% |
| 3M | -6.0% | -41.5% | +35.5% | -7.1% |
| 6M | -10.1% | -61.0% | +50.9% | -12.2% |
| All | -10.1% | -62.8% | +52.6% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling