-69.8%
UVXY vs RBRK
+6.4%
-76.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +1.1% |
| 7D | -5.0% | +0.7% | -5.7% | -4.7% |
| 30D | -20.5% | +10.4% | -31.0% | -17.8% |
| 3M | -36.6% | +21.6% | -58.2% | -32.1% |
| 6M | -56.9% | +70.7% | -127.6% | -47.2% |
| YTD | -51.2% | +22.5% | -73.7% | -44.6% |
| 1Y | -69.8% | +8.2% | -78.0% | -65.4% |
| All | -69.8% | +6.4% | -76.2% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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