-100.0%
UVXY vs RL
+262.3%
-362.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +0.7% |
| 7D | -4.7% | +1.9% | -6.6% | -2.2% |
| 30D | -17.1% | -12.2% | -4.9% | -31.1% |
| 3M | -39.9% | -6.6% | -33.3% | -44.1% |
| 6M | -66.9% | +3.2% | -70.0% | -62.4% |
| YTD | -50.1% | -1.3% | -48.8% | -44.8% |
| 1Y | -68.3% | +13.6% | -81.9% | -55.3% |
| 3Y | -95.0% | +210.9% | -305.8% | -52.6% |
| 5Y | -99.7% | +246.9% | -346.5% | -94.4% |
| 10Y | -100.0% | +310.1% | -410.1% | -100.0% |
| All | -100.0% | +262.3% | -362.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling