+6.8%
ROST vs UVXY
-66.5%
+73.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.0% |
| 30D | -11.4% | -15.0% | +3.6% | -12.8% |
| 3M | -1.6% | -39.8% | +38.2% | -6.2% |
| 6M | +6.8% | -60.0% | +66.9% | -2.5% |
| All | +6.8% | -66.5% | +73.3% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling