-94.4%
UVXY vs RRC
+31.5%
-125.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.8% | +5.5% |
| 7D | +11.0% | -1.2% | +12.2% | +9.9% |
| 30D | -8.8% | +3.0% | -11.8% | -6.5% |
| 3M | -41.9% | +7.3% | -49.2% | -39.2% |
| 6M | -61.2% | +3.6% | -64.7% | -61.0% |
| YTD | -46.2% | +19.4% | -65.6% | -36.9% |
| 1Y | -65.2% | +21.4% | -86.6% | -56.9% |
| All | -94.4% | +31.5% | -125.8% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling