-52.0%
ROKU vs UVXY
-99.7%
+47.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -1.3% |
| 7D | -0.4% | +2.8% | -3.2% | +0.4% |
| 30D | +2.1% | -11.4% | +13.4% | -1.0% |
| 3M | +29.5% | -41.5% | +71.0% | +13.4% |
| 6M | +53.8% | -61.0% | +114.8% | +24.7% |
| YTD | +42.8% | -49.8% | +92.7% | +27.7% |
| 1Y | +60.7% | -66.4% | +127.2% | +32.7% |
| 3Y | +83.9% | -94.8% | +178.7% | +35.4% |
| All | -52.0% | -99.7% | +47.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling