+542.8%
RTX vs UVXY
-100.0%
+642.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.8% |
| 7D | -3.1% | -4.7% | +1.6% | -3.5% |
| 30D | -10.6% | -17.1% | +6.5% | -12.1% |
| 3M | +11.6% | -39.9% | +51.6% | +6.7% |
| 6M | -4.5% | -66.9% | +62.3% | -12.9% |
| YTD | +9.6% | -50.1% | +59.7% | +4.9% |
| 1Y | +30.8% | -68.3% | +99.1% | +21.1% |
| 3Y | +152.8% | -95.0% | +247.8% | +119.2% |
| 5Y | +167.1% | -99.7% | +266.8% | +93.6% |
| 10Y | +275.2% | -100.0% | +375.2% | +110.5% |
| All | +542.8% | -100.0% | +642.8% | +64.9% |
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