-100.0%
UVXY vs RL
+311.3%
-411.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.9% |
| 7D | +2.8% | -3.4% | +6.2% | -1.5% |
| 30D | -11.4% | -14.4% | +3.1% | -27.3% |
| 3M | -41.5% | -13.6% | -27.9% | -50.4% |
| 6M | -61.0% | +0.6% | -61.6% | -57.4% |
| YTD | -49.8% | -3.6% | -46.2% | -46.2% |
| 1Y | -66.4% | +8.3% | -74.8% | -56.4% |
| 3Y | -94.8% | +204.8% | -299.6% | -61.7% |
| 5Y | -99.7% | +232.9% | -332.6% | -96.3% |
| All | -100.0% | +311.3% | -411.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling