-100.0%
UVXY vs RY
+711.5%
-811.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.2% |
| 7D | -22.1% | +0.6% | -22.6% | -19.6% |
| 30D | +8.2% | +5.0% | +3.1% | +33.0% |
| 3M | -12.3% | -5.3% | -7.0% | -22.6% |
| 6M | -51.0% | +13.8% | -64.8% | -20.6% |
| YTD | -49.9% | +21.0% | -70.9% | +5.7% |
| 1Y | -67.7% | +40.5% | -108.2% | +10.5% |
| 3Y | -94.1% | +159.7% | -253.8% | +100.6% |
| 5Y | -99.5% | +124.3% | -223.9% | -84.8% |
| 10Y | -100.0% | +351.6% | -451.6% | -99.5% |
| All | -100.0% | +711.5% | -811.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling