-99.7%
UVXY vs RRX
+17.8%
-117.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.7% | -10.5% | -2.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -11.4% | -6.1% | -5.2% | -17.1% |
| 3M | -41.5% | -23.1% | -18.5% | -55.6% |
| 6M | -61.0% | -19.5% | -41.5% | -66.0% |
| YTD | -49.8% | +16.1% | -65.9% | -25.7% |
| 1Y | -66.4% | +12.9% | -79.4% | -49.7% |
| 3Y | -94.8% | +7.9% | -102.7% | -87.9% |
| All | -99.7% | +17.8% | -117.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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