-66.4%
UVXY vs RBA
-27.6%
-38.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -4.1% |
| 7D | +2.8% | +0.1% | +2.7% | +3.2% |
| 30D | -11.4% | -2.9% | -8.4% | -12.8% |
| 3M | -41.5% | -20.9% | -20.6% | -49.4% |
| 6M | -61.0% | -17.7% | -43.4% | -63.4% |
| YTD | -49.8% | -18.2% | -31.7% | -51.2% |
| 1Y | -66.4% | -29.1% | -37.4% | -69.4% |
| All | -66.4% | -27.6% | -38.8% | -69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling