-100.0%
UVXY vs RSG
+428.9%
-528.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.5% | -5.2% |
| 7D | +2.8% | 0.0% | +2.8% | +3.0% |
| 30D | -11.4% | +4.0% | -15.3% | -3.9% |
| 3M | -41.5% | +7.4% | -48.9% | -34.4% |
| 6M | -61.0% | +0.1% | -61.2% | -64.0% |
| YTD | -49.8% | +6.0% | -55.9% | -46.9% |
| 1Y | -66.4% | -3.0% | -63.5% | -71.7% |
| 3Y | -94.8% | +56.5% | -151.3% | -83.7% |
| 5Y | -99.7% | +90.9% | -190.6% | -98.0% |
| All | -100.0% | +428.9% | -528.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling