-100.0%
UVXY vs ROP
+135.6%
-235.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | +2.8% | -4.6% | +7.4% | -7.2% |
| 30D | -11.4% | -1.7% | -9.7% | -14.4% |
| 3M | -41.5% | +17.1% | -58.6% | -21.5% |
| 6M | -61.0% | +10.9% | -71.9% | -54.8% |
| YTD | -49.8% | -12.1% | -37.8% | -67.6% |
| 1Y | -66.4% | -24.2% | -42.2% | -85.1% |
| 3Y | -94.8% | -20.4% | -74.4% | -96.1% |
| 5Y | -99.7% | -15.4% | -84.3% | -99.6% |
| All | -100.0% | +135.6% | -235.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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