-100.0%
UVXY vs RNG
+301.7%
-401.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.9% |
| 7D | +2.8% | -6.1% | +8.9% | -1.5% |
| 30D | -11.4% | +9.6% | -21.0% | -5.0% |
| 3M | -41.5% | +83.3% | -124.8% | -9.0% |
| 6M | -61.0% | +77.9% | -139.0% | -39.7% |
| YTD | -49.8% | +139.9% | -189.8% | +0.2% |
| 1Y | -66.4% | +121.7% | -188.1% | -34.8% |
| 3Y | -94.8% | +121.9% | -216.6% | -85.8% |
| 5Y | -99.7% | -68.4% | -31.3% | -99.7% |
| 10Y | -100.0% | +220.0% | -320.0% | -100.0% |
| All | -100.0% | +301.7% | -401.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling