-100.0%
UVXY vs RMBS
+566.4%
-666.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -4.8% |
| 7D | +2.8% | +1.8% | +1.0% | +4.9% |
| 30D | -11.4% | -13.9% | +2.5% | -23.9% |
| 3M | -41.5% | -39.8% | -1.7% | -64.8% |
| 6M | -61.0% | -6.0% | -55.0% | -58.1% |
| YTD | -49.8% | -5.4% | -44.5% | -40.9% |
| 1Y | -66.4% | -1.8% | -64.6% | -54.9% |
| 3Y | -94.8% | +53.7% | -148.4% | -73.9% |
| 5Y | -99.7% | +268.5% | -368.2% | -89.3% |
| All | -100.0% | +566.4% | -666.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling