-69.8%
UVXY vs RJF
+7.8%
-77.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | -1.3% |
| 7D | -5.0% | -0.6% | -4.4% | -5.4% |
| 30D | -20.5% | -1.3% | -19.3% | -21.6% |
| 3M | -36.6% | +18.9% | -55.5% | -19.7% |
| 6M | -56.9% | +15.0% | -72.0% | -45.6% |
| YTD | -51.2% | +12.2% | -63.4% | -37.6% |
| 1Y | -69.8% | +5.6% | -75.4% | -61.6% |
| All | -69.8% | +7.8% | -77.6% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling