-99.5%
UVXY vs ROIV
+380.3%
-479.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +3.2% |
| 7D | -22.1% | +1.7% | -23.7% | -21.0% |
| 30D | +8.2% | +17.6% | -9.4% | +17.8% |
| 3M | -12.3% | +9.0% | -21.3% | -6.8% |
| 6M | -51.0% | +35.3% | -86.3% | -42.3% |
| YTD | -49.9% | +82.2% | -132.1% | -31.5% |
| 1Y | -67.7% | +92.3% | -160.0% | -54.8% |
| 3Y | -94.1% | +336.8% | -430.9% | -87.8% |
| All | -99.5% | +380.3% | -479.8% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling