-94.7%
UVXY vs RBA
+26.3%
-120.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +1.6% |
| 7D | +2.3% | -1.9% | +4.2% | -0.2% |
| 30D | -15.0% | -13.0% | -2.1% | -29.9% |
| 3M | -39.8% | -23.1% | -16.7% | -58.4% |
| 6M | -60.0% | -22.6% | -37.5% | -71.2% |
| YTD | -48.8% | -20.4% | -28.5% | -59.7% |
| 1Y | -67.3% | -29.6% | -37.7% | -79.0% |
| All | -94.7% | +26.3% | -120.9% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling