-100.0%
UVXY vs RACE
+844.0%
-944.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.0% | -4.6% |
| 7D | +2.8% | +0.9% | +1.9% | +4.5% |
| 30D | -11.4% | +1.6% | -13.0% | -8.5% |
| 3M | -41.5% | +13.2% | -54.7% | -26.1% |
| 6M | -61.0% | +22.9% | -83.9% | -40.6% |
| YTD | -49.8% | +13.3% | -63.1% | -33.0% |
| 1Y | -66.4% | -12.7% | -53.8% | -72.7% |
| 3Y | -94.8% | +40.3% | -135.0% | -86.0% |
| 5Y | -99.7% | +96.5% | -196.2% | -97.5% |
| All | -100.0% | +844.0% | -944.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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