+50.4%
RSP vs UVXY
-99.6%
+150.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.1% |
| 7D | -3.1% | +11.0% | -14.2% | -2.0% |
| 30D | -3.4% | -8.8% | +5.4% | -4.3% |
| 3M | +3.6% | -41.9% | +45.5% | -1.9% |
| 6M | +9.0% | -61.2% | +70.2% | -0.2% |
| YTD | +12.2% | -46.2% | +58.4% | +7.9% |
| 1Y | +15.6% | -65.2% | +80.8% | +7.2% |
| 3Y | +51.6% | -94.6% | +146.2% | +30.6% |
| 5Y | +50.4% | -99.7% | +150.1% | +0.5% |
| All | +50.4% | -99.6% | +150.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling