-99.9%
UVXY vs ROIV
+288.8%
-388.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.9% |
| 7D | +2.8% | +16.9% | -14.1% | +8.8% |
| 30D | -11.4% | +12.9% | -24.2% | -7.2% |
| 3M | -41.5% | +37.3% | -78.8% | -33.9% |
| 6M | -61.0% | +38.0% | -99.0% | -55.0% |
| YTD | -49.8% | +88.1% | -138.0% | -34.2% |
| 1Y | -66.4% | +183.3% | -249.7% | -49.0% |
| 3Y | -94.8% | +254.6% | -349.4% | -90.5% |
| 5Y | -99.7% | +309.8% | -409.5% | -99.3% |
| All | -99.9% | +288.8% | -388.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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