-100.0%
UVXY vs RPRX
+52.7%
-152.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.5% | -7.0% |
| 7D | +2.8% | -8.4% | +11.2% | -5.6% |
| 30D | -11.4% | -0.6% | -10.7% | -11.4% |
| 3M | -41.5% | +6.4% | -47.9% | -37.7% |
| 6M | -61.0% | +26.6% | -87.6% | -49.2% |
| YTD | -49.8% | +53.8% | -103.6% | -19.6% |
| 1Y | -66.4% | +62.8% | -129.2% | -42.4% |
| 3Y | -94.8% | +118.0% | -212.8% | -86.8% |
| 5Y | -99.7% | +71.2% | -170.9% | -99.3% |
| All | -100.0% | +52.7% | -152.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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