-70.5%
UVXY vs RVTY
+74.0%
-144.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -2.5% | -11.6% | -16.1% |
| 7D | -6.3% | -3.6% | -2.7% | -8.6% |
| 30D | -2.7% | +1.4% | -4.1% | -1.0% |
| 3M | -29.9% | +43.2% | -73.1% | -3.2% |
| 6M | -56.5% | +84.5% | -141.0% | -20.0% |
| YTD | -54.8% | +65.2% | -120.0% | -21.5% |
| 1Y | -70.5% | +74.3% | -144.8% | -43.6% |
| All | -70.5% | +74.0% | -144.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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