-66.4%
UVXY vs RL
+8.8%
-75.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.9% |
| 7D | +2.8% | -3.4% | +6.2% | -1.1% |
| 30D | -11.4% | -14.4% | +3.1% | -26.3% |
| 3M | -41.5% | -13.6% | -27.9% | -49.8% |
| 6M | -61.0% | +0.6% | -61.6% | -55.7% |
| YTD | -49.8% | -3.6% | -46.2% | -44.2% |
| 1Y | -66.4% | +8.3% | -74.8% | -52.5% |
| All | -66.4% | +8.8% | -75.2% | -52.5% |
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