-68.9%
UVXY vs ROIV
+89.8%
-158.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +1.7% |
| 7D | -26.5% | +9.2% | -35.7% | -21.9% |
| 30D | +8.8% | +19.9% | -11.1% | +22.1% |
| 3M | -14.7% | +10.6% | -25.2% | -7.3% |
| 6M | -51.5% | +36.1% | -87.5% | -39.2% |
| YTD | -51.7% | +84.3% | -136.0% | -28.9% |
| All | -68.9% | +89.8% | -158.7% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling