-100.0%
UVXY vs RGEN
+415.7%
-515.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.5% |
| 7D | +2.8% | -1.4% | +4.2% | +1.5% |
| 30D | -11.4% | -0.3% | -11.0% | -10.9% |
| 3M | -41.5% | +23.9% | -65.4% | -28.3% |
| 6M | -61.0% | +38.5% | -99.6% | -44.6% |
| YTD | -49.8% | +0.8% | -50.7% | -44.5% |
| 1Y | -66.4% | +38.2% | -104.7% | -48.7% |
| 3Y | -94.8% | +1.3% | -96.1% | -91.1% |
| 5Y | -99.7% | -44.0% | -55.7% | -99.6% |
| All | -100.0% | +415.7% | -515.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling