-99.9%
UVXY vs RVMD
+620.8%
-720.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +4.1% |
| 7D | +11.0% | -3.6% | +14.6% | +9.1% |
| 30D | -8.8% | -1.1% | -7.7% | -9.1% |
| 3M | -41.9% | +41.0% | -82.9% | -29.7% |
| 6M | -61.2% | +105.7% | -166.9% | -39.8% |
| YTD | -46.2% | +155.3% | -201.5% | -4.0% |
| 1Y | -65.2% | +402.7% | -467.9% | -6.5% |
| 3Y | -94.6% | +533.1% | -627.7% | -79.1% |
| 5Y | -99.7% | +583.5% | -683.2% | -98.1% |
| All | -99.9% | +620.8% | -720.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling