+1,253.7%
ROST vs UVXY
-100.0%
+1,353.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.6% |
| 7D | -2.5% | +11.0% | -13.5% | -1.4% |
| 30D | -10.3% | -8.8% | -1.5% | -11.1% |
| 3M | -2.6% | -41.9% | +39.3% | -7.5% |
| 6M | +6.5% | -61.2% | +67.7% | -2.0% |
| YTD | +25.9% | -46.2% | +72.1% | +21.3% |
| 1Y | +52.3% | -65.2% | +117.5% | +41.8% |
| 3Y | +94.6% | -94.6% | +189.1% | +70.5% |
| 5Y | +111.1% | -99.7% | +210.8% | +54.6% |
| 10Y | +308.9% | -100.0% | +408.9% | +132.0% |
| All | +1,253.7% | -100.0% | +1,353.7% | +376.5% |
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 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