-66.4%
UVXY vs RBRK
+5.6%
-72.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.2% | -7.5% |
| 7D | +2.8% | -7.5% | +10.3% | +0.6% |
| 30D | -11.4% | -10.4% | -0.9% | -13.3% |
| 3M | -41.5% | +21.3% | -62.8% | -36.6% |
| 6M | -61.0% | +50.6% | -111.7% | -52.9% |
| YTD | -49.8% | +13.3% | -63.1% | -44.4% |
| 1Y | -66.4% | +11.2% | -77.7% | -64.6% |
| All | -66.4% | +5.6% | -72.0% | -64.6% |
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