-70.5%
UVXY vs RL
+34.3%
-104.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.5% | -18.6% | -9.2% |
| 7D | -6.3% | +5.8% | -12.1% | +0.7% |
| 30D | -2.7% | +12.7% | -15.4% | +12.1% |
| 3M | -29.9% | +9.3% | -39.3% | -22.2% |
| 6M | -56.5% | +16.9% | -73.4% | -47.0% |
| YTD | -54.8% | +17.5% | -72.3% | -36.7% |
| 1Y | -70.5% | +34.6% | -105.2% | -44.4% |
| All | -70.5% | +34.3% | -104.9% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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