-66.4%
UVXY vs RMBS
+11.7%
-78.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -6.0% |
| 7D | +2.8% | +1.8% | +1.0% | +3.7% |
| 30D | -11.4% | -13.9% | +2.5% | -16.5% |
| 3M | -41.5% | -39.8% | -1.7% | -51.5% |
| 6M | -61.0% | -6.0% | -55.0% | -54.1% |
| YTD | -49.8% | -5.4% | -44.5% | -36.8% |
| 1Y | -66.4% | -1.8% | -64.6% | -55.9% |
| All | -66.4% | +11.7% | -78.2% | -55.9% |
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 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