-99.7%
UVXY vs RVTY
-34.5%
-65.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +2.5% |
| 7D | +11.0% | -7.4% | +18.4% | +1.9% |
| 30D | -8.8% | +4.5% | -13.3% | -3.2% |
| 3M | -41.9% | +19.5% | -61.4% | -27.6% |
| 6M | -61.2% | +34.1% | -95.3% | -41.7% |
| YTD | -46.2% | +25.3% | -71.5% | -22.2% |
| 1Y | -65.2% | +47.0% | -112.2% | -36.9% |
| 3Y | -94.6% | +14.1% | -108.7% | -90.5% |
| 5Y | -99.7% | -34.6% | -65.1% | -99.6% |
| All | -99.7% | -34.5% | -65.2% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling