-100.0%
UVXY vs RMBS
+537.5%
-637.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +3.3% |
| 7D | +2.3% | +3.5% | -1.2% | +5.4% |
| 30D | -15.0% | -8.6% | -6.4% | -21.2% |
| 3M | -39.8% | -40.3% | +0.5% | -60.3% |
| 6M | -60.0% | -1.0% | -59.1% | -54.7% |
| YTD | -48.8% | -4.6% | -44.2% | -39.6% |
| 1Y | -67.3% | +17.6% | -84.9% | -48.2% |
| 3Y | -94.8% | +58.6% | -153.5% | -78.9% |
| 5Y | -99.7% | +270.9% | -370.6% | -95.3% |
| 10Y | -100.0% | +569.1% | -669.1% | -100.0% |
| All | -100.0% | +537.5% | -637.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling