-99.9%
UVXY vs ROIV
+232.7%
-332.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +1.2% |
| 7D | -5.0% | +0.6% | -5.6% | -4.8% |
| 30D | -20.5% | +1.0% | -21.5% | -20.1% |
| 3M | -36.6% | +18.3% | -54.9% | -31.9% |
| 6M | -56.9% | +18.3% | -75.2% | -52.8% |
| YTD | -51.2% | +61.0% | -112.2% | -39.5% |
| 1Y | -69.8% | +177.9% | -247.7% | -54.5% |
| 3Y | -95.1% | +199.1% | -294.1% | -91.5% |
| 5Y | -99.7% | +250.7% | -350.4% | -99.3% |
| All | -99.9% | +232.7% | -332.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling