-84.3%
RIG vs UVXY
-100.0%
+15.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.9% |
| 7D | -4.2% | +11.0% | -15.2% | -2.4% |
| 30D | -0.7% | -8.8% | +8.1% | -2.1% |
| 3M | -4.0% | -41.9% | +37.9% | -12.0% |
| 6M | -6.3% | -61.2% | +54.9% | -18.6% |
| YTD | +39.7% | -46.2% | +85.9% | +31.1% |
| 1Y | +78.1% | -65.2% | +143.3% | +58.7% |
| 3Y | -29.5% | -94.6% | +65.1% | -41.4% |
| 5Y | +65.3% | -99.7% | +165.0% | +4.4% |
| 10Y | -41.3% | -100.0% | +58.7% | -72.6% |
| All | -84.3% | -100.0% | +15.7% | -96.5% |
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