+348.5%
ROK vs UVXY
-100.0%
+448.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.4% | +0.7% |
| 7D | -1.2% | +2.8% | -4.0% | -0.8% |
| 30D | -4.8% | -11.4% | +6.6% | -6.3% |
| 3M | -6.1% | -41.5% | +35.4% | -12.1% |
| 6M | +15.5% | -61.0% | +76.5% | +3.7% |
| YTD | +11.2% | -49.8% | +61.0% | +5.4% |
| 1Y | +23.8% | -66.4% | +90.3% | +12.8% |
| 3Y | +53.1% | -94.8% | +147.9% | +30.8% |
| 5Y | +48.3% | -99.7% | +148.0% | -0.5% |
| All | +348.5% | -100.0% | +448.5% | +120.0% |
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