-69.8%
UVXY vs RVMD
+430.6%
-500.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.6% |
| 7D | -5.0% | +1.0% | -6.0% | -4.8% |
| 30D | -20.5% | +6.4% | -27.0% | -19.2% |
| 3M | -36.6% | +34.9% | -71.5% | -30.7% |
| 6M | -56.9% | +107.6% | -164.5% | -45.5% |
| YTD | -51.2% | +163.7% | -214.9% | -35.0% |
| 1Y | -69.8% | +439.2% | -509.0% | -45.9% |
| All | -69.8% | +430.6% | -500.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling