-27.1%
RKT vs UVXY
-100.0%
+72.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -1.1% |
| 7D | -6.3% | +2.8% | -9.1% | -5.8% |
| 30D | -6.2% | -11.4% | +5.2% | -7.6% |
| 3M | -1.9% | -41.5% | +39.7% | -8.3% |
| 6M | -13.0% | -61.0% | +48.0% | -21.6% |
| YTD | -31.9% | -49.8% | +17.9% | -35.3% |
| 1Y | -37.6% | -66.4% | +28.9% | -42.8% |
| 3Y | +36.8% | -94.8% | +131.6% | +14.7% |
| 5Y | -9.7% | -99.7% | +90.0% | -42.6% |
| All | -27.1% | -100.0% | +72.9% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling