-100.0%
UVXY vs RCAT
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +3.6% |
| 7D | -22.1% | -5.9% | -16.1% | -22.1% |
| 30D | +8.2% | -19.7% | +27.8% | +8.0% |
| 3M | -12.3% | -62.9% | +50.5% | -13.7% |
| 6M | -51.0% | -59.6% | +8.6% | -51.5% |
| YTD | -49.9% | -52.1% | +2.2% | -49.9% |
| 1Y | -67.7% | -50.9% | -16.8% | -67.7% |
| 3Y | -94.1% | +333.8% | -427.9% | -93.7% |
| 5Y | -99.5% | +40.7% | -140.3% | -99.5% |
| 10Y | -100.0% | -99.8% | -0.2% | -100.0% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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