+7.0%
UVXY vs RAM
-58.2%
+65.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -32.5% | +77.8% | +29.6% |
| 7D | +41.0% | -49.5% | +90.4% | +17.5% |
| 30D | +46.9% | -63.2% | +110.2% | +20.5% |
| 3M | +7.0% | -58.5% | +65.5% | -10.2% |
| All | +7.0% | -58.2% | +65.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3mo: compounded portfolio wealth divided by compounded RAM 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…
3mo analysis · Full analysis span regression · Available span rolling