-25.7%
RKT vs UVXY
-100.0%
+74.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.4% |
| 7D | -1.0% | +2.3% | -3.2% | -0.6% |
| 30D | -2.4% | -15.0% | +12.6% | -4.5% |
| 3M | +1.9% | -39.8% | +41.7% | -4.3% |
| 6M | -13.9% | -60.0% | +46.2% | -22.1% |
| YTD | -30.6% | -48.8% | +18.2% | -33.9% |
| 1Y | -34.4% | -67.3% | +32.9% | -40.1% |
| 3Y | +38.2% | -94.8% | +133.0% | +15.5% |
| 5Y | -9.7% | -99.7% | +90.0% | -42.1% |
| All | -25.7% | -100.0% | +74.3% | -60.4% |
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