-100.0%
UVXY vs RY
+739.4%
-839.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | -1.5% |
| 7D | -5.0% | +3.1% | -8.1% | +4.9% |
| 30D | -20.5% | -0.3% | -20.2% | -21.7% |
| 3M | -36.6% | +8.7% | -45.2% | -16.4% |
| 6M | -56.9% | +28.5% | -85.5% | +2.7% |
| YTD | -51.2% | +25.1% | -76.3% | +8.7% |
| 1Y | -69.8% | +46.3% | -116.1% | +13.8% |
| 3Y | -95.1% | +154.9% | -250.0% | +57.6% |
| 5Y | -99.7% | +140.3% | -240.0% | -86.9% |
| 10Y | -100.0% | +377.0% | -477.0% | -99.6% |
| All | -100.0% | +739.4% | -839.4% | -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