-94.8%
UVXY vs RIO
+88.2%
-182.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.0% |
| 7D | +2.8% | -3.2% | +6.0% | -1.5% |
| 30D | -11.4% | +0.9% | -12.3% | -9.6% |
| 3M | -41.5% | -1.4% | -40.1% | -41.7% |
| 6M | -61.0% | +10.9% | -72.0% | -50.7% |
| YTD | -49.8% | +31.2% | -81.1% | -15.8% |
| 1Y | -66.4% | +67.9% | -134.4% | -13.6% |
| 3Y | -94.8% | +88.8% | -183.6% | -76.0% |
| All | -94.8% | +88.2% | -182.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling