-70.5%
UVXY vs RNG
+179.4%
-249.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.2% | -13.9% | -14.1% |
| 7D | -6.3% | -9.6% | +3.3% | -7.4% |
| 30D | -2.7% | -1.4% | -1.3% | -2.6% |
| 3M | -29.9% | +28.8% | -58.7% | -28.2% |
| 6M | -56.5% | +65.6% | -122.1% | -54.3% |
| YTD | -54.8% | +171.4% | -226.2% | -44.9% |
| 1Y | -70.5% | +185.3% | -255.8% | -56.8% |
| All | -70.5% | +179.4% | -249.9% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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