+52.3%
ROST vs UVXY
-70.9%
+123.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +0.9% | -5.0% | +5.9% | +0.5% |
| 30D | -8.9% | -20.5% | +11.6% | -10.8% |
| 3M | -0.8% | -36.6% | +35.8% | -4.5% |
| 6M | +8.5% | -56.9% | +65.4% | +1.5% |
| YTD | +28.6% | -51.2% | +79.8% | +22.6% |
| 1Y | +52.3% | -69.8% | +122.1% | +37.6% |
| All | +52.3% | -70.9% | +123.2% | +37.6% |
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