-100.0%
UVXY vs RGEN
+5,207.1%
-5,307.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +0.9% |
| 7D | +2.3% | -4.6% | +6.8% | -1.5% |
| 30D | -15.0% | +1.2% | -16.2% | -13.6% |
| 3M | -39.8% | +26.8% | -66.7% | -26.2% |
| 6M | -60.0% | +29.1% | -89.1% | -48.1% |
| YTD | -48.8% | +0.7% | -49.6% | -43.6% |
| 1Y | -67.3% | +39.1% | -106.4% | -51.8% |
| 3Y | -94.8% | +2.2% | -97.1% | -91.4% |
| 5Y | -99.7% | -44.0% | -55.7% | -99.5% |
| 10Y | -100.0% | +412.7% | -512.7% | -100.0% |
| All | -100.0% | +5,207.1% | -5,307.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling