-94.7%
UVXY vs RL
+198.9%
-293.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | -2.4% |
| 7D | +2.3% | -0.3% | +2.5% | +2.1% |
| 30D | -15.0% | -17.5% | +2.5% | -36.1% |
| 3M | -39.8% | -14.0% | -25.8% | -50.4% |
| 6M | -60.0% | -2.0% | -58.1% | -57.6% |
| YTD | -48.8% | -4.6% | -44.2% | -45.7% |
| 1Y | -67.3% | +9.5% | -76.8% | -54.6% |
| All | -94.7% | +198.9% | -293.5% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling