+205.8%
RSP vs UVXY
-100.0%
+305.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | 0.0% |
| 7D | -1.9% | +2.8% | -4.7% | -1.5% |
| 30D | -2.8% | -11.4% | +8.6% | -4.0% |
| 3M | +2.8% | -41.5% | +44.4% | -2.7% |
| 6M | +10.2% | -61.0% | +71.2% | +0.7% |
| YTD | +13.1% | -49.8% | +62.9% | +7.8% |
| 1Y | +14.8% | -66.4% | +81.2% | +5.8% |
| 3Y | +52.6% | -94.8% | +147.4% | +31.6% |
| 5Y | +51.6% | -99.7% | +151.3% | +5.5% |
| All | +205.8% | -100.0% | +305.8% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling