+21.8%
RSP vs UVXY
-70.8%
+92.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.1% | +16.0% | +0.6% |
| 7D | +2.7% | -6.3% | +9.0% | +2.3% |
| 30D | +5.8% | -2.7% | +8.5% | +5.9% |
| 3M | +1.8% | -29.9% | +31.7% | -1.0% |
| 6M | +11.6% | -56.5% | +68.1% | +4.3% |
| YTD | +18.0% | -54.8% | +72.8% | +12.9% |
| 1Y | +21.8% | -70.5% | +92.4% | +11.7% |
| All | +21.8% | -70.8% | +92.6% | +11.7% |
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