-99.7%
UVXY vs RRC
+142.3%
-241.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.7% | -5.0% | -7.9% |
| 7D | +2.8% | -2.0% | +4.8% | +1.4% |
| 30D | -11.4% | +2.4% | -13.8% | -10.0% |
| 3M | -41.5% | +8.6% | -50.1% | -38.7% |
| 6M | -61.0% | -1.4% | -59.6% | -62.1% |
| YTD | -49.8% | +17.3% | -67.1% | -44.7% |
| 1Y | -66.4% | +18.1% | -84.6% | -61.8% |
| 3Y | -94.8% | +32.8% | -127.5% | -92.2% |
| All | -99.7% | +142.3% | -241.9% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling