-99.9%
UVXY vs ROIV
+280.9%
-380.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +2.7% |
| 7D | -26.5% | +9.2% | -35.7% | -23.6% |
| 30D | +8.8% | +19.9% | -11.1% | +18.4% |
| 3M | -14.7% | +10.6% | -25.2% | -9.3% |
| 6M | -51.5% | +36.1% | -87.5% | -43.7% |
| YTD | -51.7% | +84.3% | -136.0% | -35.7% |
| 1Y | -65.7% | +87.6% | -153.2% | -53.9% |
| 3Y | -94.4% | +353.9% | -448.3% | -89.2% |
| 5Y | -99.5% | +376.1% | -475.6% | -98.8% |
| All | -99.9% | +280.9% | -380.8% | -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