-100.0%
UVXY vs RBA
+195.3%
-295.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.1% | +3.8% |
| 7D | +11.0% | -3.3% | +14.3% | +6.2% |
| 30D | -8.8% | -9.8% | +1.0% | -21.0% |
| 3M | -41.9% | -23.5% | -18.4% | -60.4% |
| 6M | -61.2% | -21.5% | -39.7% | -71.9% |
| YTD | -46.2% | -21.2% | -25.0% | -59.3% |
| 1Y | -65.2% | -30.2% | -35.0% | -77.5% |
| 3Y | -94.6% | +25.3% | -119.9% | -89.1% |
| 5Y | -99.7% | +35.1% | -134.8% | -99.1% |
| All | -100.0% | +195.3% | -295.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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