+52.4%
RSP vs UVXY
-94.7%
+147.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -0.7% |
| 7D | -1.8% | +2.3% | -4.1% | -1.6% |
| 30D | -2.5% | -15.0% | +12.5% | -3.9% |
| 3M | +3.0% | -39.8% | +42.8% | -1.2% |
| 6M | +8.9% | -60.0% | +68.9% | +1.5% |
| YTD | +13.0% | -48.8% | +61.8% | +8.8% |
| 1Y | +16.2% | -67.3% | +83.5% | +8.5% |
| All | +52.4% | -94.7% | +147.1% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling