-100.0%
UVXY vs RIO
+552.2%
-652.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.4% |
| 7D | +2.3% | +1.0% | +1.3% | +3.9% |
| 30D | -15.0% | +4.0% | -19.1% | -9.0% |
| 3M | -39.8% | +4.5% | -44.4% | -33.6% |
| 6M | -60.0% | +17.3% | -77.4% | -44.0% |
| YTD | -48.8% | +36.2% | -85.0% | -5.5% |
| 1Y | -67.3% | +76.1% | -143.4% | -3.7% |
| 3Y | -94.8% | +102.5% | -197.4% | -75.2% |
| 5Y | -99.7% | +103.5% | -203.2% | -98.0% |
| 10Y | -100.0% | +619.2% | -719.2% | -99.9% |
| All | -100.0% | +552.2% | -652.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling