-100.0%
UVXY vs RJF
+1,254.9%
-1,354.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +2.7% |
| 7D | +11.0% | -4.2% | +15.2% | +1.0% |
| 30D | -8.8% | -3.6% | -5.2% | -15.9% |
| 3M | -41.9% | +15.6% | -57.5% | -18.8% |
| 6M | -61.2% | +17.6% | -78.8% | -42.6% |
| YTD | -46.2% | +9.2% | -55.4% | -30.5% |
| 1Y | -65.2% | +5.5% | -70.7% | -57.0% |
| 3Y | -94.6% | +70.3% | -164.9% | -66.1% |
| 5Y | -99.7% | +106.0% | -205.7% | -94.3% |
| 10Y | -100.0% | +425.1% | -525.1% | -99.7% |
| All | -100.0% | +1,254.9% | -1,354.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling