-34.7%
ROL vs UVXY
-70.8%
+36.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -14.1% | +16.9% | +2.3% |
| 7D | +14.6% | -6.3% | +20.9% | +14.3% |
| 30D | +29.3% | -2.7% | +32.0% | +29.2% |
| 3M | +2.0% | -29.9% | +31.9% | +0.6% |
| 6M | -28.5% | -56.5% | +28.0% | -31.2% |
| YTD | -35.3% | -54.8% | +19.5% | -36.8% |
| 1Y | -34.7% | -70.5% | +35.8% | -37.8% |
| All | -34.7% | -70.8% | +36.1% | -37.8% |
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