-100.0%
UVXY vs RBA
+475.6%
-575.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | -0.5% |
| 7D | -4.7% | -1.1% | -3.7% | -6.0% |
| 30D | -17.1% | -13.2% | -3.9% | -32.3% |
| 3M | -39.9% | -21.4% | -18.6% | -57.7% |
| 6M | -66.9% | -20.9% | -46.0% | -75.7% |
| YTD | -50.1% | -19.9% | -30.2% | -61.6% |
| 1Y | -68.3% | -28.7% | -39.6% | -79.0% |
| 3Y | -95.0% | +27.4% | -122.4% | -89.7% |
| 5Y | -99.7% | +41.7% | -141.4% | -99.0% |
| 10Y | -100.0% | +189.6% | -289.6% | -100.0% |
| All | -100.0% | +475.6% | -575.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling