-100.0%
UVXY vs RY
+377.3%
-477.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.7% | -6.9% |
| 7D | +2.8% | -2.2% | +5.0% | -3.6% |
| 30D | -11.4% | -3.6% | -7.8% | -20.4% |
| 3M | -41.5% | +3.9% | -45.5% | -33.6% |
| 6M | -61.0% | +26.4% | -87.4% | -16.9% |
| YTD | -49.8% | +22.3% | -72.2% | -0.8% |
| 1Y | -66.4% | +43.7% | -110.1% | +9.1% |
| 3Y | -94.8% | +154.0% | -248.7% | +27.8% |
| 5Y | -99.7% | +137.6% | -237.3% | -90.9% |
| All | -100.0% | +377.3% | -477.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling