-69.8%
UVXY vs RRC
+23.4%
-93.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -5.0% | +1.3% | -6.3% | -5.0% |
| 30D | -20.5% | +10.1% | -30.7% | -20.3% |
| 3M | -36.6% | +4.0% | -40.6% | -37.2% |
| 6M | -56.9% | +1.6% | -58.5% | -56.7% |
| YTD | -51.2% | +19.7% | -70.9% | -46.2% |
| 1Y | -69.8% | +21.4% | -91.2% | -68.3% |
| All | -69.8% | +23.4% | -93.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling