+681.0%
ROL vs UVXY
-100.0%
+781.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -2.4% |
| 7D | -3.4% | -4.7% | +1.3% | -3.8% |
| 30D | -6.9% | -17.1% | +10.1% | -8.2% |
| 3M | -24.6% | -39.9% | +15.3% | -27.2% |
| 6M | -39.5% | -66.9% | +27.3% | -43.8% |
| YTD | -41.1% | -50.1% | +9.0% | -43.1% |
| 1Y | -37.9% | -68.3% | +30.4% | -41.6% |
| 3Y | +0.8% | -95.0% | +95.8% | -10.1% |
| 5Y | -4.7% | -99.7% | +95.0% | -26.2% |
| 10Y | +207.9% | -100.0% | +307.9% | +85.3% |
| All | +681.0% | -100.0% | +781.0% | +73.9% |
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 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