-39.5%
ROL vs UVXY
-66.8%
+27.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.2% |
| 7D | -3.2% | +2.8% | -5.9% | -3.0% |
| 30D | -4.9% | -11.4% | +6.5% | -5.3% |
| 3M | -25.8% | -41.5% | +15.7% | -27.3% |
| 6M | -37.6% | -61.0% | +23.5% | -39.9% |
| YTD | -41.5% | -49.8% | +8.4% | -42.6% |
| 1Y | -39.5% | -66.4% | +27.0% | -41.6% |
| All | -39.5% | -66.8% | +27.4% | -41.6% |
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