-100.0%
UVXY vs RVTY
+646.4%
-746.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | -2.3% |
| 7D | -4.7% | +0.4% | -5.1% | -3.8% |
| 30D | -17.1% | +10.8% | -27.9% | +1.5% |
| 3M | -39.9% | +26.8% | -66.7% | -5.5% |
| 6M | -66.9% | +39.3% | -106.2% | -34.2% |
| YTD | -50.1% | +31.6% | -81.7% | -7.6% |
| 1Y | -68.3% | +47.7% | -116.0% | -24.2% |
| 3Y | -95.0% | +19.9% | -114.9% | -89.9% |
| 5Y | -99.7% | -32.3% | -67.3% | -99.8% |
| 10Y | -100.0% | +138.4% | -238.4% | -100.0% |
| All | -100.0% | +646.4% | -746.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling