+25.0%
ROK vs UVXY
-70.8%
+95.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.1% | +13.6% | -3.2% |
| 7D | 0.0% | -6.3% | +6.3% | -0.7% |
| 30D | -2.5% | -2.7% | +0.2% | -2.1% |
| 3M | 0.0% | -29.9% | +29.9% | -5.6% |
| 6M | +11.6% | -56.5% | +68.1% | -2.2% |
| YTD | +15.2% | -54.8% | +70.0% | +7.1% |
| 1Y | +25.0% | -70.5% | +95.5% | +7.4% |
| All | +25.0% | -70.8% | +95.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling