-5.1%
ROL vs UVXY
-99.6%
+94.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.4% |
| 7D | -3.2% | +11.0% | -14.2% | -2.6% |
| 30D | -6.6% | -8.8% | +2.2% | -7.1% |
| 3M | -27.3% | -41.9% | +14.6% | -29.4% |
| 6M | -38.1% | -61.2% | +23.1% | -41.0% |
| YTD | -41.8% | -46.2% | +4.4% | -43.0% |
| 1Y | -37.8% | -65.2% | +27.4% | -40.3% |
| 3Y | -0.3% | -94.6% | +94.2% | -9.5% |
| 5Y | -5.1% | -99.7% | +94.6% | -27.9% |
| All | -5.1% | -99.6% | +94.6% | -27.9% |
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