-94.1%
UVXY vs RY
+160.3%
-254.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.2% |
| 7D | -22.1% | +0.6% | -22.6% | -19.8% |
| 30D | +8.2% | +5.0% | +3.1% | +29.5% |
| 3M | -12.3% | -5.3% | -7.0% | -21.8% |
| 6M | -51.0% | +13.8% | -64.8% | -22.7% |
| YTD | -49.9% | +21.0% | -70.9% | +2.3% |
| 1Y | -67.7% | +40.5% | -108.2% | +3.5% |
| 3Y | -94.1% | +159.7% | -253.8% | -9.7% |
| All | -94.1% | +160.3% | -254.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling