+893.6%
ROK vs UVXY
-100.0%
+993.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.4% |
| 7D | +0.2% | +2.3% | -2.1% | +0.5% |
| 30D | -1.8% | -15.0% | +13.2% | -3.8% |
| 3M | -7.2% | -39.8% | +32.6% | -12.3% |
| 6M | +14.2% | -60.0% | +74.2% | +3.8% |
| YTD | +10.6% | -48.8% | +59.4% | +5.5% |
| 1Y | +25.9% | -67.3% | +93.2% | +15.2% |
| 3Y | +50.8% | -94.8% | +145.6% | +30.5% |
| 5Y | +47.0% | -99.7% | +146.7% | +3.5% |
| 10Y | +354.9% | -100.0% | +454.9% | +122.9% |
| All | +893.6% | -100.0% | +993.6% | +63.5% |
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