-66.4%
UVXY vs RJF
+5.1%
-71.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.7% | -6.8% |
| 7D | +2.8% | -2.7% | +5.5% | -0.7% |
| 30D | -11.4% | -4.3% | -7.1% | -16.0% |
| 3M | -41.5% | +15.7% | -57.2% | -28.0% |
| 6M | -61.0% | +17.8% | -78.9% | -48.6% |
| YTD | -49.8% | +9.2% | -59.0% | -37.5% |
| 1Y | -66.4% | +2.8% | -69.2% | -58.4% |
| All | -66.4% | +5.1% | -71.5% | -58.4% |
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