-94.7%
UVXY vs ROIV
+230.5%
-325.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +3.0% |
| 7D | +2.3% | +22.3% | -20.0% | +17.1% |
| 30D | -15.0% | +16.9% | -31.9% | -5.6% |
| 3M | -39.8% | +43.9% | -83.7% | -21.0% |
| 6M | -60.0% | +41.6% | -101.6% | -46.4% |
| YTD | -48.8% | +92.7% | -141.5% | -11.5% |
| 1Y | -67.3% | +210.2% | -277.5% | -15.9% |
| All | -94.7% | +230.5% | -325.2% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling