-99.7%
UVXY vs RIO
+91.0%
-190.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.1% |
| 7D | +2.8% | -3.2% | +6.0% | -1.1% |
| 30D | -11.4% | +0.9% | -12.3% | -9.8% |
| 3M | -41.5% | -1.4% | -40.1% | -41.4% |
| 6M | -61.0% | +10.9% | -72.0% | -52.1% |
| YTD | -49.8% | +31.2% | -81.1% | -21.7% |
| 1Y | -66.4% | +67.9% | -134.4% | -26.0% |
| 3Y | -94.8% | +88.8% | -183.6% | -83.2% |
| All | -99.7% | +91.0% | -190.7% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling