-61.2%
UVXY vs RJF
+15.8%
-76.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +4.1% |
| 7D | +11.0% | -4.2% | +15.2% | +6.8% |
| 30D | -8.8% | -3.6% | -5.2% | -11.6% |
| 3M | -41.9% | +15.6% | -57.5% | -32.9% |
| 6M | -61.2% | +17.6% | -78.8% | -49.3% |
| All | -61.2% | +15.8% | -76.9% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling