-100.0%
UVXY vs RMD
+274.3%
-374.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -7.5% |
| 7D | +2.8% | -4.4% | +7.2% | -2.9% |
| 30D | -11.4% | -3.1% | -8.2% | -14.5% |
| 3M | -41.5% | +13.8% | -55.3% | -30.6% |
| 6M | -61.0% | -8.6% | -52.5% | -64.6% |
| YTD | -49.8% | -8.6% | -41.2% | -53.7% |
| 1Y | -66.4% | -19.7% | -46.8% | -73.6% |
| 3Y | -94.8% | +48.4% | -143.1% | -88.3% |
| 5Y | -99.7% | -22.7% | -77.0% | -99.7% |
| All | -100.0% | +274.3% | -374.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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