-100.0%
UVXY vs ROP
+563.3%
-663.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.1% | -5.4% |
| 7D | -4.7% | -5.4% | +0.7% | -18.2% |
| 30D | -17.1% | -1.6% | -15.4% | -21.0% |
| 3M | -39.9% | +18.8% | -58.8% | -12.4% |
| 6M | -66.9% | +8.2% | -75.1% | -64.2% |
| YTD | -50.1% | -10.5% | -39.6% | -70.3% |
| 1Y | -68.3% | -23.7% | -44.6% | -88.4% |
| 3Y | -95.0% | -17.9% | -77.1% | -96.5% |
| 5Y | -99.7% | -15.3% | -84.3% | -99.7% |
| 10Y | -100.0% | +133.4% | -233.4% | -99.9% |
| All | -100.0% | +563.3% | -663.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling