-94.8%
UVXY vs RSG
+57.7%
-152.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.5% | -6.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | -11.4% | +4.0% | -15.3% | -8.7% |
| 3M | -41.5% | +7.4% | -48.9% | -38.4% |
| 6M | -61.0% | +0.1% | -61.2% | -62.6% |
| YTD | -49.8% | +6.0% | -55.9% | -47.8% |
| 1Y | -66.4% | -3.0% | -63.5% | -69.5% |
| 3Y | -94.8% | +56.5% | -151.3% | -90.8% |
| All | -94.8% | +57.7% | -152.5% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling