-69.8%
UVXY vs RMBS
+16.3%
-86.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.2% |
| 7D | -5.0% | -0.3% | -4.6% | -5.1% |
| 30D | -20.5% | -12.2% | -8.4% | -24.3% |
| 3M | -36.6% | -49.5% | +13.0% | -50.3% |
| 6M | -56.9% | -7.1% | -49.8% | -49.7% |
| YTD | -51.2% | -7.0% | -44.2% | -40.0% |
| 1Y | -69.8% | +13.3% | -83.1% | -61.3% |
| All | -69.8% | +16.3% | -86.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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