+114.6%
ROST vs UVXY
-99.7%
+214.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.8% | +9.1% | +1.5% |
| 7D | +0.2% | +2.8% | -2.6% | +0.6% |
| 30D | -6.9% | -11.4% | +4.5% | -8.1% |
| 3M | -3.3% | -41.5% | +38.2% | -8.7% |
| 6M | +9.0% | -61.0% | +70.1% | -0.6% |
| YTD | +28.9% | -49.8% | +78.7% | +22.6% |
| 1Y | +54.0% | -66.4% | +120.4% | +41.5% |
| 3Y | +100.7% | -94.8% | +195.5% | +69.4% |
| All | +114.6% | -99.7% | +214.3% | +35.2% |
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