-100.0%
UVXY vs RPRX
+57.8%
-157.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.3% | -4.0% | +6.3% | -1.6% |
| 30D | -15.0% | +4.9% | -20.0% | -10.3% |
| 3M | -39.8% | +9.4% | -49.2% | -34.0% |
| 6M | -60.0% | +33.3% | -93.3% | -45.1% |
| YTD | -48.8% | +59.0% | -107.8% | -15.3% |
| 1Y | -67.3% | +69.2% | -136.5% | -41.7% |
| 3Y | -94.8% | +124.1% | -218.9% | -86.6% |
| 5Y | -99.7% | +77.9% | -177.5% | -99.2% |
| All | -100.0% | +57.8% | -157.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling