-69.8%
UVXY vs RVTY
+57.1%
-126.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.4% |
| 7D | -5.0% | +1.1% | -6.1% | -3.9% |
| 30D | -20.5% | +13.2% | -33.7% | -11.0% |
| 3M | -36.6% | +27.2% | -63.8% | -19.8% |
| 6M | -56.9% | +32.4% | -89.3% | -39.3% |
| YTD | -51.2% | +34.9% | -86.1% | -29.4% |
| 1Y | -69.8% | +52.4% | -122.1% | -51.8% |
| All | -69.8% | +57.1% | -126.9% | -51.8% |
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