+581.4%
RSP vs UVXY
-100.0%
+681.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | -0.8% | -5.0% | +4.2% | -1.3% |
| 30D | -0.3% | -20.5% | +20.2% | -2.7% |
| 3M | +4.3% | -36.6% | +40.9% | 0.0% |
| 6M | +8.8% | -56.9% | +65.7% | +1.6% |
| YTD | +15.3% | -51.2% | +66.5% | +9.9% |
| 1Y | +18.3% | -69.8% | +88.1% | +8.4% |
| 3Y | +52.8% | -95.1% | +147.9% | +32.7% |
| 5Y | +51.7% | -99.7% | +151.4% | +10.8% |
| 10Y | +208.5% | -100.0% | +308.5% | +68.0% |
| All | +581.4% | -100.0% | +681.4% | +65.7% |
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 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