-99.7%
UVXY vs RL
+223.8%
-323.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.6% |
| 7D | +11.0% | -2.2% | +13.2% | +7.7% |
| 30D | -8.8% | -15.3% | +6.6% | -27.8% |
| 3M | -41.9% | -10.3% | -31.6% | -48.9% |
| 6M | -61.2% | -2.2% | -58.9% | -59.1% |
| YTD | -46.2% | -4.3% | -41.9% | -42.8% |
| 1Y | -65.2% | +8.9% | -74.1% | -53.4% |
| 3Y | -94.6% | +201.4% | -296.0% | -53.9% |
| 5Y | -99.7% | +230.6% | -330.2% | -95.4% |
| All | -99.7% | +223.8% | -323.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling